Alessandra Iacobucci, Jean-Michel Marin, Christian P. Robert. On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation. Computational Statistics & Data Analysis, 54(3):698-710, 2010. [doi]
@article{IacobucciMR10,
title = {On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation},
author = {Alessandra Iacobucci and Jean-Michel Marin and Christian P. Robert},
year = {2010},
doi = {10.1016/j.csda.2008.09.020},
url = {http://dx.doi.org/10.1016/j.csda.2008.09.020},
researchr = {https://researchr.org/publication/IacobucciMR10},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {54},
number = {3},
pages = {698-710},
}