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Open AccessJournal Article

Bayesian statistics without tears: A sampling-resampling perspective

Adrian F. M. Smith, +1 more
- 01 Jan 1992 - 
- Vol. 37, Iss: 12, pp 645-648
TLDR
In this article, a sampling-resampling perspective on Bayesian inference is presented, which has both pedagogic appeal and suggests easily implemented calculation strategies, such as sampling-based methods.
Abstract
Even to the initiated, statistical calculations based on Bayes's Theorem can be daunting because of the numerical integrations required in all but the simplest applications. Moreover, from a teaching perspective, introductions to Bayesian statistics—if they are given at all—are circumscribed by these apparent calculational difficulties. Here we offer a straightforward sampling-resampling perspective on Bayesian inference, which has both pedagogic appeal and suggests easily implemented calculation strategies.

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References
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TL;DR: In this paper, the authors used iterative weighted linear regression to obtain maximum likelihood estimates of the parameters with observations distributed according to some exponential family and systematic effects that can be made linear by a suitable transformation.
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TL;DR: A class of statistical models that generalizes classical linear models-extending them to include many other models useful in statistical analysis, of particular interest for statisticians in medicine, biology, agriculture, social science, and engineering.
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TL;DR: Brian D. Ripley's Stochastic Simulation is a short, yet ambitious, survey of modern simulation techniques, and three themes run throughout the book.