Post-processing accept-reject samples: Recycling and rescaling

Casella, George, Robert, Christian P. . Journal of Computational and Graphical Statistics 1998. 7 :139-157

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Bibtex

@article{CIS-148944,
  Author = {Casella, George and Robert, Christian P.},
  Title = {Post-processing accept-reject samples: Recycling and rescaling},
  Journal = {Journal of Computational and Graphical Statistics},
  Volume = {7},
  Year = {1998},
  Pages = {139--157},
  Keywords = {Mean squared error, Rao-Blackwellization, Importance sampling, Metropolis algorithm, Metropolis-Hastings algorithm}
}

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