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Volumn 83, Issue 1, 1996, Pages 81-94

Rao-blackwellisation of sampling schemes

Author keywords

Accept reject; Gibbs sampling; Importance sampling; Metropolis; Monte Carlo algorithm; Polynomial computing time

Indexed keywords


EID: 0002205556     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/83.1.81     Document Type: Article
Times cited : (503)

References (12)
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  • 3
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  • 4
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    • Practical Monte Carlo Markov chain
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    • (1992) Statist. Sci. , vol.7 , pp. 473-511
    • Geyer, C.J.1
  • 5
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    • Adaptive rejection sampling for Gibbs sampling
    • GILKS, W. & WILD, P. (1992). Adaptive rejection sampling for Gibbs sampling. Appl. Statist. 41, 337-48.
    • (1992) Appl. Statist. , vol.41 , pp. 337-348
    • Gilks, W.1    Wild, P.2
  • 6
    • 77956890234 scopus 로고
    • Monte-Carlo sampling methods using Markov chains and their application
    • HASTINGS, W. K. (1970). Monte-Carlo sampling methods using Markov chains and their application. Biometrika 57, 97-109.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 8
    • 0001789822 scopus 로고
    • Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
    • LIU, J. S., WONG, W. H. & KONG, A. (1994). Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes. Biometrika 81, 27-40.
    • (1994) Biometrika , vol.81 , pp. 27-40
    • Liu, J.S.1    Wong, W.H.2    Kong, A.3
  • 9
    • 0000854270 scopus 로고
    • Covariance structure and convergence rate of the Gibbs sampler with various scans
    • LIU, J. S., WONG, W. H. & KONG, A. (1995). Covariance structure and convergence rate of the Gibbs sampler with various scans. J. R. Statist. Soc. B 57, 157-69.
    • (1995) J. R. Statist. Soc. B , vol.57 , pp. 157-169
    • Liu, J.S.1    Wong, W.H.2    Kong, A.3
  • 10
    • 33746407168 scopus 로고    scopus 로고
    • Exact convergence rates for the Hastings and Metropolis sampling algorithms
    • To appear
    • MENGERSEN, K. L. & TWEEDIE, R. L. (1996). Exact convergence rates for the Hastings and Metropolis sampling algorithms. Ann. Statist. 24. To appear.
    • (1996) Ann. Statist. , vol.24
    • Mengersen, K.L.1    Tweedie, R.L.2
  • 12
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    • Markov chains for exploring posterior distributions
    • TIERNEY, L. (1994). Markov chains for exploring posterior distributions (with Discussion). Ann. Statist. 22, 1701-62.
    • (1994) Ann. Statist. , vol.22 , pp. 1701-1762
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.