Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach

DOI10.1080/00031305.2013.791644OpenAlexW2127600419WikidataQ58297042 ScholiaQ58297042MaRDI QIDQ5877126FDOQ5877126

William A. Link, Richard Barker

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

• Bayesian Measures of Model Complexity and Fit
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• A review of Bayesian variable selection methods: what, how and which
• Marginal Likelihood from the Gibbs Output
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rao-Blackwellisation of sampling schemes
• Title not available (Why is that?)
• Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
• On some difficulties with a posterior probability approximation technique
• Efficient Bayes factor estimation from the reversible jump output

Cited In (4)

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

Uses Software

• tsbridge
• rjmcmc

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