On variance stabilisation by double Rao-Blackwellisation

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dc.creatorIacobucci, Alessandra
dc.creatorMarin, Jean-Michel
dc.creatorRobert, Christian
dc.date2008-02-25
dc.date.accessioned2026-07-07T09:23:05Z
dc.date.available2026-07-07T09:23:05Z
dc.descriptionPopulation Monte Carlo has been introduced as a sequential importance sampling technique to overcome poor fit of the importance function. In this paper, we compare the performances of the original Population Monte Carlo algorithm with a modified version that eliminates the influence of the transition particle via a double Rao-Blackwellisation. This modification is shown to improve the exploration of the modes through an large simulation experiment on posterior distributions of mean mixtures of distributions.
dc.identifierhttps://arxiv.org/abs/0802.3690
dc.identifierhttp://arxiv.org/abs/0802.3690
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/155605
dc.subjectComputation
dc.titleOn variance stabilisation by double Rao-Blackwellisation
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