Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models

DOI10.1007/s11222-018-9828-0zbMath1430.62056arXiv1703.10364OpenAlexW2605246668WikidataQ129384244 ScholiaQ129384244MaRDI QIDQ142140

Eric-Jan Wagenmakers, Antony M. Overstall, Daniel W. Heck, Quentin F. Gronau, Quentin F. Gronau, Eric‐Jan Wagenmakers, Antony M. Overstall

Publication date: 9 August 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.10364

zbMATH Keywords

Bayes factorBayesian model selectionreversible jump MCMCposterior model probabilitiesproduct space MCMC

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

MCMCprecision ⋮ Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference

Uses Software

• GLIM
• CODA
• Armadillo
• JAGS
• RcppArmadillo
• MCMCprecision
• rjmcmc
• conting
• gvs_BUGS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• On Bayesian model and variable selection using MCMC
• Markov chain Monte Carlo estimation of quantiles
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
• A tutorial on Bayes factor estimation with the product space method
• Reversible jump methods for generalised linear models and generalised linear mixed models
• RcppArmadillo: accelerating R with high-performance C++ linear algebra
• A default prior distribution for contingency tables with dependent factor levels
• 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
• Statistical Inference about Markov Chains
• A Markovian Function of a Markov Chain
• Fixed-Width Output Analysis for Markov Chain Monte Carlo
• Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
• Capture-Recapture Estimation Using Finite Mixtures of Arbitrary Dimension
• A fast procedure for model search in multidimensional contingency tables
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Bayes Factors
• Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
• Transdimensional Markov Chains
• Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach
• What Does Objective Mean in a Dirichlet‐multinomial Process?