A new strategy for speeding Markov chain Monte Carlo algorithms (Q1766991)
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scientific article; zbMATH DE number 2140471
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| default for all languages | No label defined |
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| English | A new strategy for speeding Markov chain Monte Carlo algorithms |
scientific article; zbMATH DE number 2140471 |
Statements
A new strategy for speeding Markov chain Monte Carlo algorithms (English)
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3 March 2005
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asymptotic variance
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efficiency
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Gibbs sampler
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Metropolis Hastings algorithms
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Rao-Blackwellization
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numerical example
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Markov chain Monte Carlo methods
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0.8206779360771179
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0.8053975105285645
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0.802528440952301
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0.8002911806106567
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