Trans-Dimensional Markov Chains and their Applications in Statistics

DOI10.1007/978-3-642-57489-4_9zbMath1439.62011OpenAlexW1551601430MaRDI QIDQ3298652

Stephen P. Brooks

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_9

zbMATH Keywords

Markov chain Monte Carlovariable selectionreversible jump MCMCmodel discriminationconvergence assessmentrecovery-recapture

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Uses Software

• Gibbsit

Cites Work

• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Inference from iterative simulation using multiple sequences
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• On the Bayesian analysis of population size
• Classical Model Selection via Simulated Annealing
• Integrated Recovery/Recapture Data Analysis
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Bayesian methods for analysing ringing data

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