A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (Q2429930): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms |
scientific article |
Statements
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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