A generalized Markov sampler

DOI10.1023/B:MCAP.0000012414.14405.15MaRDI QIDQ1431344zbMATH OpenOpenAlexWikidataFDO

Authors Jonathan M. Keith, Dirk P. Kroese, Darryn Bryant

Publication date 27 May 2004

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:mcap.0000012414.14405.15

zbMATH Keywords

computational biologyconsensus sequenceGibbs samplerisochoresMarkov chain Monte Carlo methodmodel determinationmultiple change-point analysisnumerical examplesphylogenetic inferencesimulated annealingstring sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Review text

The authors present a model-switching MCMC (Markov chain Monte Carlo) sampler that generalizes the Gibbs sampler and enables Gibbs-like sampling in more general spaces. In particular, it allows one sampling from probability spaces with uncertainty about not only the model parameters but also about the model itself. Therefore, the new sampler enables one to use the Gibbs sampling approach for model determination, evaluation, and averaging. Moreover, the authors show that the new sampler encompasses, as particular cases, the well-known Metropolis, Barker, and Hastings MCMC samplers and the reversible jump MCMC. The sampler is illustrated by three examples of its applications in computational biology.

Recommendations

• The generalized Gibbs sampler and the neigborhood sampler
• Reversible jump MCMC
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• scientific article; zbMATH DE number 795289
• scientific article; zbMATH DE number 472921

Cited in

(7)

• Generalized darting Monte Carlo
• Reversible jump MCMC
• The generalized Gibbs sampler and the neigborhood sampler
• Markov sampling for finite populations
• Markov Sampling
• Model choice using reversible jump Markov chain Monte Carlo
• Estimating change-points in biological sequences via the cross-entropy method

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