Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach

DOI10.1080/00031305.2013.791644MaRDI QIDQ5877126zbMATH OpenOpenAlexWikidataFDO

Authors Richard Barker, William A. Link

Publication date 3 February 2023

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00031305.2013.791644

zbMATH Keywords

reversible jump Markov chain Monte Carloposterior model probabilitiesBayes factors

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 509150 (Why is no real title available?)
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• A review of Bayesian variable selection methods: what, how and which
• Bayesian Measures of Model Complexity and Fit
• Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
• Efficient Bayes factor estimation from the reversible jump output
• Marginal Likelihood from the Gibbs Output
• On some difficulties with a posterior probability approximation technique
• Rao-Blackwellisation of sampling schemes
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Cited in

(4)

• On computation using Gibbs sampling for multilevel models
• Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
• Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
• R package rjmcmc: reversible jump MCMC using post‐processing

Describes a project that uses

Uses Software

• tsbridge
• rjmcmc

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