Trans-dimensional Markov chains and their applications in statistics

DOI10.1007/978-3-642-57489-4_9MaRDI QIDQ3298652zbMATH OpenOpenAlexFDO

Authors S. 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)

Recommendations

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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• Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
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• scientific article; zbMATH DE number 795289

Cites work

• scientific article; zbMATH DE number 1547349 (Why is no real title available?)
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Bayesian methods for analysing ringing data
• Classical Model Selection via Simulated Annealing
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Inference from iterative simulation using multiple sequences
• Integrated Recovery/Recapture Data Analysis
• On the Bayesian analysis of population size
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Cited in

(3)

• Strong stochastic transitivity in a multidimensional probabilistic unfolding model
• Transdimensional Markov Chains
• Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models

Describes a project that uses

Uses Software

• Gibbsit

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