Adaptive Proposal Construction for Reversible Jump MCMC (Q3552942)

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Adaptive Proposal Construction for Reversible Jump MCMC
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    Adaptive Proposal Construction for Reversible Jump MCMC (English)
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    22 April 2010
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    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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