Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers (Q4672185)

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scientific article; zbMATH DE number 2163335
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Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
scientific article; zbMATH DE number 2163335

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    Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers (English)
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    29 April 2005
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    hidden Markov model
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    mixture distribution
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    Rao-Blackwellization
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    rescaling
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