Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers
نویسندگان
چکیده
منابع مشابه
Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers
Reversible jump methods are the most commonly used Markov chain Monte Carlo tool for exploring variable dimension statistical models. Recently, however, an alternative approach based on birth-and-death processes has been proposed by Stephens for mixtures of distributions.We show that the birth-and-death setting can be generalized to include other types of continuous time jumps like split-and-co...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2003
ISSN: 1369-7412
DOI: 10.1111/1467-9868.00409