On variance stabilisation in population Monte Carlo by double Rao-Blackwellisation

DOI10.1016/j.csda.2008.09.020zbMath1464.62096arXiv0802.3690OpenAlexW2094002039WikidataQ60461481 ScholiaQ60461481MaRDI QIDQ962307

Alessandra Iacobucci, Jean-Michel Marin, Christian P. Robert Robert

Publication date: 6 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.3690

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

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