scientific article; zbMATH DE number 883615

MaRDI QIDQ4879979zbMATH OpenFDO

Authors George Casella, Christian P. Robert Robert

Publication date 2 June 1996

zbMATH Keywords

accept-rejectHastings-Metropolis algorithmsrejection sampling schemesuniformly better estimators

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Applications of statistics (62P99)

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Cited in

(6)

• Another look at rejection sampling through importance sampling
• Unordering of estimators in sampling theory: revisited
• Markov chain Monte Carlo and Rao-Blackwellization
• Information bounds for Gibbs samplers
• Beyond accept-reject sampling
• Rao-Blackwellisation of sampling schemes

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