Estimation bayésienne approximative par échantillonnage préférentiel
Revue de Statistique Appliquée, Tome 53 (2005) no. 1, pp. 79-95. 
@article{RSA_2005__53_1_79_0,
     author = {Guillin, Arnaud and Marin, Jean-Michel and Robert, Christian P.},
     title = {Estimation bay\'esienne approximative par \'echantillonnage pr\'ef\'erentiel},
     journal = {Revue de Statistique Appliqu\'ee},
     pages = {79--95},
     publisher = {Soci\'et\'e fran\c{c}aise de statistique},
     volume = {53},
     number = {1},
     year = {2005},
     language = {fr},
     url = {http://www.numdam.org/item/RSA_2005__53_1_79_0/}
}
TY  - JOUR
AU  - Guillin, Arnaud
AU  - Marin, Jean-Michel
AU  - Robert, Christian P.
TI  - Estimation bayésienne approximative par échantillonnage préférentiel
JO  - Revue de Statistique Appliquée
PY  - 2005
SP  - 79
EP  - 95
VL  - 53
IS  - 1
PB  - Société française de statistique
UR  - http://www.numdam.org/item/RSA_2005__53_1_79_0/
LA  - fr
ID  - RSA_2005__53_1_79_0
ER  - 
%0 Journal Article
%A Guillin, Arnaud
%A Marin, Jean-Michel
%A Robert, Christian P.
%T Estimation bayésienne approximative par échantillonnage préférentiel
%J Revue de Statistique Appliquée
%D 2005
%P 79-95
%V 53
%N 1
%I Société française de statistique
%U http://www.numdam.org/item/RSA_2005__53_1_79_0/
%G fr
%F RSA_2005__53_1_79_0
Guillin, Arnaud; Marin, Jean-Michel; Robert, Christian P. Estimation bayésienne approximative par échantillonnage préférentiel. Revue de Statistique Appliquée, Tome 53 (2005) no. 1, pp. 79-95. http://www.numdam.org/item/RSA_2005__53_1_79_0/

Albert J. H. and Chib S. ( 1993), Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts, Journal of Business and Economic Statistics, 1, 1-15.

Billio M., Monfort A. and Robert C. P. ( 1999), Bayesian estimation of switching ARMA models, Journal of econometrics, 93, 229-255. | MR | Zbl

Cappé O., Guillin A., Marin J. M. and Robert C. P. ( 2004), Population Monte Carlo, Journal of Computational and Graphical Statistics, 13, 907-929. | MR

Celeux G., Marin J. M. and Robert C. P. ( 2003), Iterated importance sampling in missing data problems, Cahiers du Ceremade, Université Paris Dauphine.

Chib S. and Greenberg E. ( 1994), Bayes inference for regression models with ARMA (p,q) errors, Journal of Econometrics, 64, 183-206. | MR | Zbl

Dempster A. P., Laird N. M. and Rubin D. B. ( 1977), Maximum likelihood from incomplete data via the EM algorithm(with discussion), Journal of the Royal Statistical Society Series B, 39, 1-38. | MR | Zbl

Essebbar B. ( 2004), Sur un modèle de série temporelle à conjoncture dans le tourisme, Revue de Statistique Appliquée, 52, n° 4, 55-70. | Numdam

Gelfand A. E. and Smith A. F. M. ( 1990), Sampling based approaches to calculating marginal densities, Journal of the American Statistical Association, 85, 398-409. | MR | Zbl

Hamilton J. D. ( 1988), Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates, Journal of Economic Dynamics and Control, 12, 385-423. | MR | Zbl

Hamilton J. D. ( 1989), A new approach to the economic analysis of nonstationary time series and the business cycles, Econometrica, 57, 357-384. | MR | Zbl

Little R. J. A. and Rubin D. B. ( 1987), Statistical Analysis with Missing Data, J. Wiley, New York. | MR | Zbl

Mcculloch C. E. and Tsay R. ( 1994), Statistical analysis of macoreconomic time series via Markov switching models, Journal of time series analysis, 155, 523-539. | Zbl

Mclachlan G. J. and Krishnan T. ( 1997), The EM Algorithm and Extensions, J. Wiley, New York. | MR | Zbl

Mengersen K.L. and Robert C.P. ( 1996), Testing for mixtures : A Bayesian entropie approach (with discussion), in J.O. Berger, J.M. Bernardo, A.P. Dawid, D.V. Lindley and A.F.M. Smith, editors, Bayesian Statistics 5, 255-276, Oxford University Press, Oxford. | MR

Ripley B. D. ( 1987), Stochastic Simulation, J. Wiley, New York. | MR | Zbl

Robert C. P. and Casella G. ( 1999), Monte Carlo Statistical Methods, Springer-Verlag, New York. | MR | Zbl

Rubinstein R. Y. ( 1981), Simulation and the Monte Carlo Method, J. Wiley, New York. | MR | Zbl

Tanner M. A. ( 1996), Tools for Statistical Inference : Observed Data and Data Augmentation Methods, 3 edition, Springer-Verlag, New York. | MR | Zbl

Tanner M. A. and Wong W. ( 1987), The calculation of posterior distribution distributions by data augmentation, (with discussion), Journal of the American Statistical Association, 82, 528-550. | MR | Zbl

Van Dyk A. and Meng X. L. ( 2001), The Art of Data Augmentation, (with discussion), Journal of Computational and Graphical Statistics, 10, 1-110. | MR

Warnes G. R. ( 2001), The normal kernel coupler. An adaptative Markov Chain Monte Carlo method for efficient sampling from multi-mode distributions, 395, Department of Statistics, University of Washington, Seattle.