Advanced Markov Chain Monte Carlo Method
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Liang, Faming; Liu, Chuanhai; Carroll, Raymond J.
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Article
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2010
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John Wiley & Sons, Ltd
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Bayesian inference is a probabilistic inferential method. In the last two decades, it has become more popular than ever due to affordable computing power and recent advances in Markov chain Monte Carlo (MCMC) methods for approximating high dimensional integrals. Bayesian inference can be traced bac