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A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms - MaRDI portal

A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (Q2429930)

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English
A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
scientific article

    Statements

    title
    A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (English)
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    author
    Randal Douc
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    publication date
    5 April 2011
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    zbMATH Keywords
    Markov chain Monte Carlo (MCMC)
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    probit model
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    central limit theorem
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    variance reduction
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    conditioning
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    describes a project that uses
    R
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    S-PLUS
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    MASS (R)
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    Identifiers

    DOI
    10.1214/10-AOS838
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    Mathematics Subject Classification ID
    62F10
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    60F05
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    60J22
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    62B10
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    65C40
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    65C60
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    62G05
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    zbMATH DE Number
    5874495
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    arXiv ID
    0904.2144
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