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G Casella 著1994被引用数: 809We also compare the improved version of the Metropolis algorithm with ordinary and Rao-Blackwellized Importance Sampling procedures for ...
G Casella 著1994被引用数: 807Rao-Blackwellization of Sampling Schemes ; Author. Casella, George; Robert, Christian P.; Cornell University. Biometrics Unit.; Cornell University. Dept. of ...
... Another prominent approach, known as collapsed particles (Koller and Friedman, 2009), Rao-Blackwellisation (Casella and Robert, 1996) or cutset sampling ...
CP Robert 著2021被引用数: 1Rao-. Blackwellization of sampling schemes. Biometrika, 83:81–94. Casella, G., Robert, C. P., and Wells, M. T.. (2004) ...
Estimators based on sampling schemes can be “Rao-Blackwellized” to reduce their variance.
CHLXX Do 著被引用数: 2and prove that the 'Rao-Blackwellized' estimators reduce the ... sampling, we propose two forms of Rao-Blackwellization ... schemes,” Biometrika, vol.
13 ページ·414 KB
R Douc 著2007被引用数: 178Key words and phrases. Bayesian statistics, Kullback divergence, LLN, MCMC algorithm, pop- ulation Monte Carlo, proposal distribution, Rao–Blackwellization.
29 ページ·859 KB
1996/03/01Rao-Blackwellisation of sampling schemes ... View 4 excerpts. A vanilla Rao--Blackwellization of Metropolis--Hastings algorithms.
Rao-Blackwellization of Sampling Schemes. Front Cover. George Casella. Institut National De La Statistique Et Des Etudes Economiques, 1994.
IW McKeaguea 著1999被引用数: 27Rao–Blackwellization always reduces the asymptotic variance, and derive two explicit forms of ... is on a d-dimensional space, MCMC schemes for sampling.
12 ページ·219 KB

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