Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models

DOI10.1007/S11222-018-9828-0zbMath1430.62056arXiv1703.10364OpenAlexW2605246668WikidataQ129384244 ScholiaQ129384244MaRDI QIDQ142140

Eric-Jan Wagenmakers, Antony M. Overstall, Daniel W. Heck, Quentin F. Gronau, Quentin F. Gronau, Eric‐Jan Wagenmakers, Antony M. Overstall

Publication date: 9 August 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.10364

zbMATH Keywords

Bayes factorBayesian model selectionreversible jump MCMCposterior model probabilitiesproduct space MCMC

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

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Uses Software

• CODA
• Armadillo
• JAGS
• RcppArmadillo
• MCMCprecision
• rjmcmc
• conting
• gvs_BUGS
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