Rao–Blackwellisation in the Markov Chain Monte Carlo Era
综述了Rao-Blackwell化在MCMC文献中的不同含义及其与原始Rao-Blackwell定理的联系，包括降低蒙特卡洛近似方差的作用。
Summary Rao–Blackwellisation is a notion often occurring in the MCMC literature, with possibly different meanings and connections with the original Rao–Blackwell theorem as established by C.R. Rao in 1945 and D. Blackwell in 1947, including a reduction of the variance of the resulting Monte Carlo approximations. This survey reviews some of the meanings of the term.