Rao–Blackwellisation in the Markov Chain Monte Carlo Era

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

zbMATH Keywords

simulationMonte Carloimportance samplingMarkov chain Monte CarloGibbs samplerMetropolis-Hastings algorithmmixturesparallelisationRao-Blackwellisation

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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