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.

中文翻译：

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马尔可夫链蒙特卡罗时代的 Rao-Blackwellisation

Rao-Blackwellisation 是一个经常出现在 MCMC 文献中的概念，与 CR Rao 在 1945 年和 D. Blackwell 在 1947 年建立的原始 Rao-Blackwell 定理可能有不同的含义和联系，包括减少由此产生的 Monte 的方差卡罗近似。本次调查回顾了该术语的一些含义。