Bayesian Computational Tools

TL;DR

This chapter reviews twenty years of advances in Bayesian computation, highlighting developments and novel methods, including new computational approaches for the double-exponential model, with a focus on handling missing data.

Contribution

It provides a comprehensive survey of Bayesian computational methods and introduces new computational techniques for the double-exponential model.

Findings

Summarizes key advances in Bayesian computation over two decades.

Introduces novel computational methods for the double-exponential model.

Highlights techniques for handling missing data in Bayesian analysis.

Abstract

This chapter surveys advances in the field of Bayesian computation over the past twenty years, with missing data. It also contains some novel computational entries on the double-exponential model that may be of interest per se.