R package rjmcmc: reversible jump MCMC using post‐processing

DOI10.1111/ANZS.12263MaRDI QIDQ5229967zbMATH OpenOpenAlexFDO

Authors Nicholas Gelling, Matthew R. Schofield, Richard Barker

Publication date 19 August 2019

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12263

zbMATH Keywords

automatic differentiationBayes factorsBayesian multimodel inferenceMarkov chain Monte Carlo

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian inference (62F15)

Recommendations

• Reversible jump MCMC
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Efficient Bayes factor estimation from the reversible jump output

Cites work

• A survey of cross-validation procedures for model selection
• Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
• Bayes Factors
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach
• Estimating the dimension of a model
• Estimating the marginal likelihood using the arithmetic mean identity
• Evaluating Derivatives
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• scientific article; zbMATH DE number 795289 (Why is no real title available?)
• scientific article; zbMATH DE number 5224144 (Why is no real title available?)
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• The eigenvalues of the empirical transition matrix of a Markov chain

Cited in

(3)

• AMCMC: an R interface for adaptive MCMC
• A quasi-Bayesian perspective to online clustering
• rjmcmc

Describes a project that uses

Uses Software

• R
• JAGS
• Stan
• R2jags
• madness
• FSAdata

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