A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (Q2429930)

From MaRDI portal
Revision as of 23:13, 3 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
scientific article

    Statements

    title
    A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (English)
    0 references
    DOI
    10.1214/10-AOS838
    0 references
    author
    Randal Douc
    0 references
    publication date
    5 April 2011
    0 references
    Mathematics Subject Classification ID
    62F10
    0 references
    60F05
    0 references
    60J22
    0 references
    62B10
    0 references
    65C40
    0 references
    65C60
    0 references
    62G05
    0 references
    zbMATH DE Number
    5874495
    0 references
    zbMATH Keywords
    Markov chain Monte Carlo (MCMC)
    0 references
    probit model
    0 references
    central limit theorem
    0 references
    variance reduction
    0 references
    conditioning
    0 references
    describes a project that uses
    R
    0 references
    S-PLUS
    0 references
    MASS (R)
    0 references
    arXiv ID
    0904.2144
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2429930&oldid=35221707"
    Powered by MediaWiki