Markov chain Monte Carlo and Rao-Blackwellization

DOI10.1016/S0378-3758(99)00079-8MaRDI QIDQ1973294zbMATH OpenOpenAlexFDO

Authors Ian W. Mckeague, Wolfgang Wefelmeyer

Publication date 17 September 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(99)00079-8

zbMATH Keywords

data augmentationGibbs samplerMetropolis algorithmconditioningIsing modelempirical estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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• On variance stabilisation in population Monte Carlo by double Rao-Blackwellisation

Cites work

• scientific article; zbMATH DE number 3613934 (Why is no real title available?)
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• scientific article; zbMATH DE number 860013 (Why is no real title available?)
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• Behavior of droplets for a class of Glauber dynamics at very low temperature
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Markov chains and stochastic stability
• Markov chains for exploring posterior distributions. (With discussion)
• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
• Rao-Blackwellisation of sampling schemes
• Sampling-Based Approaches to Calculating Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation

Cited in

(7)

• Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
• Rao–Blackwellisation in the Markov Chain Monte Carlo Era
• A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
• Ordering and improving the performance of Monte Carlo Markov chains.
• Information bounds for Gibbs samplers
• On variance stabilisation in population Monte Carlo by double Rao-Blackwellisation
• Rao-Blackwellisation of sampling schemes

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