Abstract
Two major classes of numerical problems that arise in statistical inference are optimization problems and integration problems. (An associated problem, that of implicit equations, can often be reformulated as an optimization problem.) Although optimization is generally associated with the likelihood approach, and integration with the Bayesian approach, these are not strict classifications, as shown by Examples 1.2.2 and 1.3.5, and Examples 3.1.1, 3.1.2 and 3.1.3, respectively.
Cadfael had heard the words without hearing them and enlightenment fell on him so dazzlingly that he stumbled on the threshold.
—Ellis Peter, The Heretic’s Apprentice
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© 1999 Springer Science+Business Media New York
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Robert, C.P., Casella, G. (1999). Monte Carlo Integration. In: Monte Carlo Statistical Methods. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3071-5_3
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DOI: https://doi.org/10.1007/978-1-4757-3071-5_3
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