A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (Q2429930): Difference between revisions

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Latest revision as of 23:13, 3 July 2024

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A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
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    A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (English)
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    5 April 2011
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    Markov chain Monte Carlo (MCMC)
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    probit model
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    central limit theorem
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    variance reduction
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    conditioning
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