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"On variance stabilisation in Population Monte Carlo by double ..."

Alessandra Iacobucci, Jean-Michel Marin, Christian P. Robert (2010)

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DOI: 10.1016/J.CSDA.2008.09.020

access: closed

type: Journal Article

metadata version: 2021-10-14

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Alessandra Iacobucci, Jean-Michel Marin, Christian P. Robert:
On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation. Comput. Stat. Data Anal. 54(3): 698-710 (2010)

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