Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
DOI10.1093/BIOMET/82.4.711zbMATH Open0861.62023OpenAlexW2106706098WikidataQ29039791 ScholiaQ29039791MaRDI QIDQ106540FDOQ106540
Authors: Peter J. Green, P. J. Green
Publication date: 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/82.4.711
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- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- A nonparametric model for stationary time series
- bpgmm
- A note on Metropolis-Hastings kernels for general state spaces
- Model uncertainty
- Nonparametric Bayesian data analysis
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Bayesian model discrimination for partially-observed epidemic models
- Detecting multiple random changepoints in Bayesian piecewise growth mixture models
- Unimodal density estimation using Bernstein polynomials
- Competitive EM algorithm for finite mixture models
- Hierarchical Gaussian graphical models: beyond reversible jump
- Adaptive MCMC for multiple changepoint analysis with applications to large datasets
- Comparison of Bayesian predictive methods for model selection
- Flexible clustering via extended mixtures of common \(t\)-factor analyzers
- Mixture models applied to heterogeneous populations
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
- Bayesian variable and link determination for generalised linear models
- A new Bayesian approach to robustness against outliers in linear regression
- Capture-recapture estimation using finite mixtures of arbitrary dimension
- Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
- Bayesian multiple changepoint detection for stochastic models in continuous time
- A practical sampling approach for a Bayesian mixture model with unknown number of compo\-nents
- Accounting for the threshold uncertainity in extreme value estimation
- Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
- Forecasting inflation using dynamic model averaging
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- BayesCAT: Bayesian co-estimation of alignment and tree
- StepBrothers: inferring partially shared ancestries among recombinant viral sequences
- Improved Bayesian inference for the stochastic block model with application to large networks
- Bayesian dynamic models for survival data with a cure fraction
- On a loss-based prior for the number of components in mixture models
- A multiple-try Metropolis-Hastings algorithm with tailored proposals
- Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler
- Bayesian model selection for D-vine pair-copula constructions
- Sampling the Dirichlet Mixture Model with Slices
- MCMC model determination for discrete graphical models
- Variational Bayesian analysis for hidden Markov models
- Inference for single and multiple change-points in time series
- Bayesian Isotonic Regression and Trend Analysis
- Bayesian Repulsive Gaussian Mixture Model
- A Bayesian Approach to DNA Sequence Segmentation
- BART: Bayesian additive regression trees
- Bayesian dynamic regression models for interval censored survival data with application to children dental health
- Bayesian exploratory factor analysis
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
- Loglinear model selection and human mobility
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- On the identifiability of Bayesian factor analytic models
- Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components
- Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
- R package rjmcmc: reversible jump MCMC using post‐processing
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
- Bayesian structure learning in sparse Gaussian graphical models
- Bayesian Variable Selection for Gaussian Copula Regression Models
- A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data
- \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models
- The pseudo-marginal approach for efficient Monte Carlo computations
- Bayesian estimation and stochastic model specification search for dynamic survival models
- A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
- Probabilistic Community Detection With Unknown Number of Communities
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- Bayesian graphical models for differential pathways
- Block clustering with collapsed latent block models
- The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors
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- A method for Bayesian monotonic multiple regression
- Bayesian non-parametric ordinal regression under a monotonicity constraint
- Smoothing population size estimates for time-stratified mark-recapture experiments using Bayesian P-splines
- Optimal Bayesian estimators for latent variable cluster models
- Copula Gaussian graphical models and their application to modeling functional disability data
- Sequential change detection in the presence of unknown parameters
- A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean
- A tutorial on Bayes factor estimation with the product space method
- Bayesian model choice in cumulative link ordinal regression models
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification
- Gaussian processes with built-in dimensionality reduction: applications to high-dimensional uncertainty propagation
- Spatial latent class analysis model for spatially distributed multivariate binary data
- Bayesian inference for latent biologic structure with determinantal point processes (DPP)
- Multivariate time series modeling and classification via hierarchical VAR mixtures
- Choosing the number of clusters in a finite mixture model using an exact integrated completed likelihood criterion
- A quasi-Bayesian perspective to online clustering
- Variational approximations in Bayesian model selection for finite mixture distributions
- Statistical methods for DNA sequence segmentation
- Slice sampling. (With discussions and rejoinder)
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- sppmix: Poisson point process modeling using normal mixture models
- BITE: a Bayesian intensity estimator
- Parallel tempering with equi-energy moves
- MCMC for normalized random measure mixture models
- Multiple change-point detection of multivariate mean vectors with the Bayesian approach
- Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
- Bayesian curve estimation by polynomial of random order.
- Bayesian analysis of generalized partially linear single-index models
- The Bayes factor for inequality and about equality constrained models
- A variational inference for the Lévy adaptive regression with multiple kernels
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels
- AdaptSPEC: Adaptive spectral estimation for nonstationary time series
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