Adaptive Proposal Construction for Reversible Jump MCMC (Q3552942)

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Adaptive Proposal Construction for Reversible Jump MCMC
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    title
    Adaptive Proposal Construction for Reversible Jump MCMC (English)
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    author
    Ricardo S. Ehlers
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    Stephen P. Brooks
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    publication date
    22 April 2010
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    Mathematics Subject Classification ID
    62F15
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    65C40
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    62M10
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    zbMATH DE Number
    5697593
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    zbMATH Keywords
    model selection
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    Markov chain Monte-Carlo
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    Metropolis-Hastings algorithm
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    random number generation
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    autoregression
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