论文标题
计算贝叶斯:从那时起“现在”
Computing Bayes: From Then 'Til Now'
论文作者
论文摘要
本文将读者带入了从18世纪到今天的贝叶斯计算历史的旅程。从贝叶斯在1763年首次面对的一维积分开始,我们重点介绍了:拉普拉斯,大都会(以及重要的是他的合着者!),哈默斯利和手comb,以及黑斯廷斯,以及所有这些都为20世纪后期的计算革命树立了基础,该基础是20世纪后期的基础,由Markov Chabov Chabov Chains Morte(McC)CARM CARMC(MCC)CARMC。 21世纪计算方法的简短概述(包括伪麦克米尔MCMC,汉密尔顿蒙特卡洛,顺序蒙特卡洛和各种“近似”方法)完成了论文。
This paper takes the reader on a journey through the history of Bayesian computation, from the 18th century to the present day. Beginning with the one-dimensional integral first confronted by Bayes in 1763, we highlight the key contributions of: Laplace, Metropolis (and, importantly, his co-authors!), Hammersley and Handscomb, and Hastings, all of which set the foundations for the computational revolution in the late 20th century -- led, primarily, by Markov chain Monte Carlo (MCMC) algorithms. A very short outline of 21st century computational methods -- including pseudo-marginal MCMC, Hamiltonian Monte Carlo, sequential Monte Carlo, and the various `approximate' methods -- completes the paper.