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

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

(1)  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;

EID: 0037190448     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00055-5     Document Type: Article
Times cited : (9)

References (26)
  • 14
    • 77956889087 scopus 로고
    • Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
    • (1995) Biometrika , vol.82 , Issue.4 , pp. 711-732
    • Green, P.J.1
  • 19
    • 0000759236 scopus 로고
    • How many iterations in the Gibbs sampler?
    • Bernardo, J.M., Berger, J.O., Dawid, A.P., Smith, A.F.M. (Eds.), Oxford University Press, Oxford
    • (1992) Bayesian Statistics , vol.4 , pp. 763-773
    • Raftery, A.E.1    Lewis, S.2
  • 25


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.