A new strategy for speeding Markov chain Monte Carlo algorithms (Q1766991)

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scientific article; zbMATH DE number 2140471
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English
A new strategy for speeding Markov chain Monte Carlo algorithms
scientific article; zbMATH DE number 2140471

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    A new strategy for speeding Markov chain Monte Carlo algorithms (English)
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    3 March 2005
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    asymptotic variance
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    efficiency
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    Gibbs sampler
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    Metropolis Hastings algorithms
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    Rao-Blackwellization
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    numerical example
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    Markov chain Monte Carlo methods
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