Beyond accept-reject sampling

DOI10.1093/BIOMET/86.4.803MaRDI QIDQ4937271zbMATH OpenOpenAlexFDO

Authors François Perron

Publication date 21 August 2000

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/86.4.803

zbMATH Keywords

accept-rejection samplingimportance samplingnumerical examplesRao-Blackwell theoremvariance radiation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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(7)

• A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
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• Acceptance–Rejection Sampling Made Easy
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• Generalized accept-reject sampling schemes
• An improvement to the linear accept/reject algorithm
• Rao–Blackwellisation in the Markov Chain Monte Carlo Era

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