On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points

Computational Statistics and Data Analysis

Volumn 40, Issue 3, 2002, Pages 633-653

  Rotondi, R ^a  

^a CNR   (Italy)

Author keywords

Acceptance rate; Bayesian inference; Hierarchical Bayesian model; Levels of seismicity; Poisson process; Random proposal; Reversible jump Markov chain Monte Carlo

Indexed keywords

ALGORITHMS; ESTIMATION; MONTE CARLO METHODS;

PROPOSAL DISTRIBUTIONS;

EARTHQUAKES;

DATA PROCESSING;

EID: 0037190448     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00055-5     Document Type: Article

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