A geometric approach to transdimensional markov chain monte carlo

DOI10.2307/3315857MaRDI QIDQ4819901zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

model selectionregenerationmultimodel inferencetransdimensional Markov chain Monte Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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• scientific article; zbMATH DE number 795289

Cites work

• scientific article; zbMATH DE number 3913478 (Why is no real title available?)
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• A new Bayesian method for nonparametric capture-recapture models in presence of heterogeneity
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• On Bayesian model and variable selection using MCMC
• On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points
• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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
• Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
• Computing with Fisher geodesics and extended exponential families
• An Integrative Bayesian Modeling Approach to Imaging Genetics
• Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
• Bayesian Inference Using the Proximal Mapping: Uncertainty Quantification Under Varying Dimensionality
• 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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Uses Software

• R

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