Nonreversible Jump Algorithms for Bayesian Nested Model Selection (Q5066387): Difference between revisions

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+Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
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+Fastest Mixing Markov Chain on a Path
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+Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
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+Lifting Markov chains to speed up mixing
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+Weak convergence and optimal tuning of the reversible jump algorithm
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Weak convergence of a sequence of Markov chains
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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+Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes
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+Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
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+Informed Proposals for Local MCMC in Discrete Spaces
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