Improving on the Independent Metropolis-Hastings algorithm

Statistica Sinica

Volumn 15, Issue 1, 2005, Pages 3-18

  Atchadé, Yves F ^a,c   Perron, François ^b  

^a HARVARD UNIVERSITY   (United States)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

^c HARVARD UNIVERSITY   (United States)

Author keywords

Control variates; Metropolis bastings algorithm; Rao Blackwellization; Symmetry

Indexed keywords

EID: 17244375566     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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