Antithetic Methods for Gibbs Samplers
In this article we propose a modification to the output fromMetropolis-within-Gibbs samplers that can lead to substantial reductions in the variance over standard estimates. The idea is simple: at each time step of the algorithm, introduce an extra sample into the estimate that is negatively correla...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2009
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