Reversible jump MCMC

MaRDI QIDQ3172403zbMATH OpenFDO

Authors Yanan Fan, S. A. Sisson

Publication date 5 October 2011

zbMATH Keywords

Metropolis-Hastings algorithmreversible jump Markov chain Monte Carlo (MCMC) sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(35)

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• A generalized Markov sampler
• Reversible algorithm of simulating multivariate densities with multi-hump
• Reversible jump MCMC for nonparametric drift estimation for diffusion processes
• Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation
• Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
• Transdimensional transformation based Markov chain Monte Carlo
• Improving the acceptance rate of reversible jump MCMC proposals
• A quasi-Bayesian perspective to online clustering
• Weak convergence and optimal tuning of the reversible jump algorithm
• A variational inference for the Lévy adaptive regression with multiple kernels
• Informed reversible jump algorithms
• Mode jumping proposals in MCMC
• Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes
• A novel reversible jump algorithm for generalized linear models
• Non-reversible Metropolis-Hastings
• Population-Based Reversible Jump Markov Chain Monte Carlo
• scientific article; zbMATH DE number 1522710 (Why is no real title available?)
• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Applications in biological susceptibility patterns of reversible jump Markov chain Monte Carlo sampling
• Bayesian analysis of circular distributions based on non-negative trigonometric sums
• R package rjmcmc: reversible jump MCMC using post‐processing
• Reversible jump MCMC for two-state multivariate Poisson mixtures.
• Optimal auxiliary priors and reversible jump proposals for a class of variable dimension models
• Model selection by MCMC computation.
• Discussion
• Non-reversible guided Metropolis kernel
• Reversibility violation in the hybrid Monte Carlo algorithm
• Reversible jump MCMC for inference in a deterministic individual–based model of tree growth for studying forest dynamics
• Reversible Jump PDMP Samplers for Variable Selection
• Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
• Continuous model averaging for benchmark dose analysis: averaging over distributional forms
• Bayesian analysis of the ordinal Markov random field
• A generalized discontinuous Hamilton Monte Carlo for transdimensional sampling

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