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Vanilla on-line

The Vanilla Rao–Blackwellization of Metropolis–Hastings algorithms paper with Randal Douc is now published in Annals of Statistics (Volume 39, Number 1 (2011), pages 261-277) and available on-line via the project Euclid. We are currently working with Pierre Jacob on an extension of this idea towards parallelisation…

This entry was posted on February 18, 2011 at 11:11 am and is filed under Statistics, University life with tags , , , , . You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

One Response to “Vanilla on-line”

  1. workshop in Columbia [day 3] « Xi'an's Og Says:
    September 27, 2011 at 12:12 am

    […] This reminded me (and others) of the Bernoulli factory and of the similar trick we use in the vanilla Rao-Blackwellisation paper with Randal Douc. However, the approach was different in that the authors relied on a nested […]

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