Markov chain Monte Carlo and Rao–Blackwellization

Author:

McKeague Ian W.,Wefelmeyer Wolfgang

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference22 articles.

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2. Casella, G., Robert, C.P., 1995. Recycling rejected values in accept–reject methods. C. R. Acad. Sci. Paris 320, Sér. I, 1621–1626.

3. Rao–Blackwellization of sampling schemes;Casella;Biometrika,1996

4. Casella, G., Robert, C.P., 1996b. Rao–Blackwell theorem for sampling schemes with rejection. C. R. Acad. Sci. Paris 322, Sér. I, 571–576.

5. Contribution to the discussion of the paper by L. Tierney;Chan;Ann. Statist.,1994

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