A geometric approach to transdimensional markov chain monte carlo
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Publication:4819901
DOI10.2307/3315857zbMATH Open1052.62031OpenAlexW2145915577MaRDI QIDQ4819901FDOQ4819901
Authors: Giovanni Petris, Luca Tardella 
Publication date: 5 October 2004
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315857
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- scientific article; zbMATH DE number 795289
Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
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- Adaptive Rejection Metropolis Sampling within Gibbs Sampling
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
- On Bayesian model and variable selection using MCMC
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- A new Bayesian method for nonparametric capture-recapture models in presence of heterogeneity
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- On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points
Cited In (14)
- Model choice using reversible jump Markov chain Monte Carlo
- Transdimensional transformation based Markov chain Monte Carlo
- A stochastic variational framework for fitting and diagnosing generalized linear mixed models
- A new Monte Carlo method for estimating marginal likelihoods
- Inflated density ratio and its variation and generalization for computing marginal likelihoods
- Computing with Fisher geodesics and extended exponential families
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
- An Integrative Bayesian Modeling Approach to Imaging Genetics
- Bayesian Inference Using the Proximal Mapping: Uncertainty Quantification Under Varying Dimensionality
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
- A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models
- Geometric adaptive Monte Carlo in random environment
- Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo
- Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
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