Reversible jump MCMC

zbMATH Open1229.65009MaRDI QIDQ3172403FDOQ3172403

Yanan Fan, S. A. Sisson

Publication date: 5 October 2011

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zbMATH Keywords

Metropolis-Hastings algorithmreversible jump Markov chain Monte Carlo (MCMC) sampler

Mathematics Subject Classification ID

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

Cited In (24)

• Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
• A generalized Markov sampler
• Transdimensional transformation based Markov chain Monte Carlo
• Discussion
• Reversible algorithm of simulating multivariate densities with multi-hump
• Reversible Jump PDMP Samplers for Variable Selection
• Title not available (Why is that?)
• Non-reversible Metropolis-Hastings
• Reversible jump MCMC for nonparametric drift estimation for diffusion processes
• Model selection by MCMC computation.
• Mode jumping proposals in MCMC
• Population-Based Reversible Jump Markov Chain Monte Carlo
• Bayesian analysis of circular distributions based on non-negative trigonometric sums
• Continuous model averaging for benchmark dose analysis: averaging over distributional forms
• Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
• Reversibility violation in the hybrid Monte Carlo algorithm
• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
• A novel reversible jump algorithm for generalized linear models
• Reversible jump MCMC for inference in a deterministic individual–based model of tree growth for studying forest dynamics
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Non-reversible guided Metropolis kernel
• Improving the acceptance rate of reversible jump MCMC proposals
• A quasi-Bayesian perspective to online clustering
• A variational inference for the Lévy adaptive regression with multiple kernels

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