Rao–Blackwellisation in the Markov Chain Monte Carlo Era
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Publication:6088266
DOI10.1111/insr.12463arXiv2101.01011OpenAlexW3185000574MaRDI QIDQ6088266
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Publication date: 13 December 2023
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.01011
simulationMonte Carloimportance samplingMarkov chain Monte CarloGibbs samplerMetropolis-Hastings algorithmmixturesparallelisationRao-Blackwellisation
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)
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