x}_n\)</span>. Replacing the sampled quantity <span class="math inline">\(\tilde{y}_n^{(m)}\)</span> with its expectation is a general variance reduction technique for Monte Carlo estimates known as <em>Rao-Blackwellization</em> <span class="citation" data-cites="Rao:1945 Blackwell:1947">(<a href="#ref-Rao:1945" role="doc-biblioref">Rao 1945</a>; <a href="#ref-Blackwell:1947" role="doc-biblioref">Blackwell 1947</a>)</span>.</p>
<p>In the linear case, because the predictor is linear in the coefficients, the 