Beyond accept-reject sampling

DOI10.1093/BIOMET/86.4.803zbMATH Open0943.65014OpenAlexW2092298579MaRDI QIDQ4937271FDOQ4937271

Authors: François Perron 

Publication date: 21 August 2000

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/86.4.803

Recommendations

• Rao-Blackwellisation of sampling schemes
• Generalized accept-reject sampling schemes
• scientific article; zbMATH DE number 860013
• A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
• scientific article; zbMATH DE number 883615

zbMATH Keywords

importance samplingnumerical examplesRao-Blackwell theoremaccept-rejection samplingvariance radiation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited In (6)

• Rao–Blackwellisation in the Markov Chain Monte Carlo Era
• Acceptance–Rejection Sampling Made Easy
• Title not available (Why is that?)
• Generalized accept-reject sampling schemes
• A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
• An improvement to the linear accept/reject algorithm

This page was built for publication: Beyond accept-reject sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4937271)