Rao-Blackwellisation of sampling schemes
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Publication:3837339
DOI10.1093/biomet/83.1.81zbMath0866.62024OpenAlexW2071988465WikidataQ55981691 ScholiaQ55981691MaRDI QIDQ3837339
George Casella, Christian P. Robert Robert
Publication date: 1996
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/83.1.81
importance samplingMonte Carlo methodsGibbs samplingaccept-rejectMetropolis algorithmspolynomial computing timepost-simulation improvementRao-Blackwellisation method
Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Nonparametric inference (62G99)
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