A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (Q2429930)
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scientific article; zbMATH DE number 5874495
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| English | A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms |
scientific article; zbMATH DE number 5874495 |
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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0.91630054
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0.9005721
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0.87674135
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0.8745148
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0.8695759
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0.8633684
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