Model selection by MCMC computation.

DOI10.1016/S0165-1684(00)00188-2MaRDI QIDQ5940754zbMATH OpenOpenAlexWikidataFDO

Authors Christophe Andrieu, P. M. Djurić, Arnaud Doucet

Publication date 20 August 2001

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(00)00188-2

zbMATH Keywords

Bayesian model selectionMarkov chain Monte Carlo methodsReversible jump MCMC

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Bayesian inference (62F15) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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