R package rjmcmc: reversible jump MCMC using post‐processing

DOI10.1111/ANZS.12263zbMATH Open1418.62083OpenAlexW2953867467MaRDI QIDQ5229967FDOQ5229967

Matthew R. Schofield, Richard Barker, Nicholas Gelling

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

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• Reversible jump MCMC
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• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Efficient Bayes factor estimation from the reversible jump output

zbMATH Keywords

Markov chain Monte CarloBayes factorsautomatic differentiationBayesian multimodel inference

Mathematics Subject Classification ID

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

Cites Work

• Estimating the dimension of a model
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
• A survey of cross-validation procedures for model selection
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Title not available (Why is that?)
• Estimating the marginal likelihood using the arithmetic mean identity
• Bayes Factors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach
• Evaluating Derivatives
• The eigenvalues of the empirical transition matrix of a Markov chain

Cited In (2)

• rjmcmc
• A quasi-Bayesian perspective to online clustering

Uses Software

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

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