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Plummer, Martyn (2023) Simulation-based Bayesian analysis. Annual Review of Statistics and Its Application, 10 (1). pp. 401-425. doi:10.1146/annurev-statistics-122121-040905 ISSN 2326-831X.
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Official URL: https://doi.org/10.1146/annurev-statistics-122121-...
Abstract
I consider the development of Markov chain Monte Carlo (MCMC) methods, from late-1980s Gibbs sampling to present-day gradient-based methods and piecewise-deterministic Markov processes. In parallel, I show how these ideas have been implemented in successive generations of statistical software for Bayesian inference. These software packages have been instrumental in popularizing applied Bayesian modeling across a wide variety of scientific domains. They provide an invaluable service to applied statisticians in hiding the complexities of MCMC from the user while providing a convenient modeling language and tools to summarize the output from a Bayesian model. As research into new MCMC methods remains very active, it is likely that future generations of software will incorporate new methods to improve the user experience.
Item Type: | Journal Article | ||||||||
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Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software |
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
Library of Congress Subject Headings (LCSH): | Bayesian statistical decision theory, Bayesian statistical decision theory -- Graphic methods, Markov processes, Monte Carlo method | ||||||||
Journal or Publication Title: | Annual Review of Statistics and Its Application | ||||||||
Publisher: | Annual Reviews | ||||||||
ISSN: | 2326-831X | ||||||||
Official Date: | March 2023 | ||||||||
Dates: |
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Volume: | 10 | ||||||||
Number: | 1 | ||||||||
Page Range: | pp. 401-425 | ||||||||
DOI: | 10.1146/annurev-statistics-122121-040905 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Open Access (Creative Commons) | ||||||||
Date of first compliant deposit: | 16 March 2023 | ||||||||
Date of first compliant Open Access: | 16 March 2023 |
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