Rao-Blackwellisation of sampling schemes (Q3837339)

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Rao-Blackwellisation of sampling schemes
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    Rao-Blackwellisation of sampling schemes (English)
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    1996
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    accept-reject
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    Gibbs sampling
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    polynomial computing time
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    post-simulation improvement
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    Monte Carlo methods
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    Metropolis algorithms
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    Rao-Blackwellisation method
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    importance sampling
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