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Volumn 88, Issue 4, 2001, Pages 1035-1053

Delayed rejection in reversible jump Metropolis-Hastings

Author keywords

Adaptive; Changepoint; Efficiency of Markov chain Monte Carlo estimation; Integrated autocorrelation time; Peskun ordering

Indexed keywords


EID: 0042908796     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/88.4.1035     Document Type: Article
Times cited : (217)

References (11)
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    • (2001) Complex Stochastic Systems , pp. 1-62
    • Green, P.J.1
  • 4
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    • On Metropolis-Hastings algorithms with delayed rejection
    • To appear
    • MIRA, A. (2001). On Metropolis-Hastings algorithms with delayed rejection. Metron 59. To appear.
    • (2001) Metron , vol.59
    • Mira, A.1
  • 6
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    • Applicability of the Poisson probability model to the severe cyclonic storms striking the coast around the Bay of Bengal
    • MOOLEY, D. A. (1981). Applicability of the Poisson probability model to the severe cyclonic storms striking the coast around the Bay of Bengal, Sankhyā B 43, 187-97.
    • (1981) Sankhyā B , vol.43 , pp. 187-197
    • Mooley, D.A.1
  • 7
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    • Optimum Monte Carlo sampling using Markov chains
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    • Peskun, P.H.1
  • 8
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    • Weak convergence and optimal scaling of random walk Metropolis algorithms
    • ROBERTS, G. O., GELMAN, A. & GILKS, W. R. (1997). Weak convergence and optimal scaling of random walk Metropolis algorithms. Ann. Appl. Prob. 7, 110-20.
    • (1997) Ann. Appl. Prob. , vol.7 , pp. 110-120
    • Roberts, G.O.1    Gelman, A.2    Gilks, W.R.3
  • 10
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    • A note on Metropolis-Hastings kernels for general state spaces
    • TIERNEY, L. (1998). A note on Metropolis-Hastings kernels for general state spaces. Ann. Appl. Prob. 8, 1-9.
    • (1998) Ann. Appl. Prob. , vol.8 , pp. 1-9
    • Tierney, L.1
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    • Some adaptive Monte Carlo methods for Bayesian inference
    • TIERNEY, L. & MIRA, A. (1999). Some adaptive Monte Carlo methods for Bayesian inference. Statist. Med. 18, 2507-15.
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    • Tierney, L.1    Mira, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.