A new strategy for speeding Markov chain Monte Carlo algorithms
type: Item
instance of: scholarly article
title: A new strategy for speeding Markov chain Monte Carlo algorithms
zbMATH Open document ID: 1064.65003
author: Antonietta Mira
author: Daniel J. Sargent
published in: Statistical Methods and Applications
publication date: 2005-03-03T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 60J22
zbMATH DE Number: 2140471
zbMATH Keywords: asymptotic variance
zbMATH Keywords: efficiency
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: Metropolis Hastings algorithms
zbMATH Keywords: Rao-Blackwellization
zbMATH Keywords: numerical example
zbMATH Keywords: Markov chain Monte Carlo methods
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2140471