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

(32)

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

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