scientific article; zbMATH DE number 883615

zbMATH Open0844.62099MaRDI QIDQ4879979FDOQ4879979

Authors: George Casella, Christian P. Robert Robert 

Publication date: 2 June 1996

Title of this publication is not available (Why is that?)

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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)

Cited In (5)

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

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