메뉴 건너뛰기




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 : (223)

References (11)
  • 2
    • 77956889087 scopus 로고
    • Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
    • GREEN, P. J. (1995). Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika 82, 711-32.
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, P.J.1
  • 3
    • 0242600887 scopus 로고    scopus 로고
    • A primer on Markov chain Monte Carlo
    • Ed. O. E. Barndorff-Nielsen, D. R. Cox and C. Klüppelberg, London: Chapman and Hall
    • GREEN, P. J. (2001). A primer on Markov chain Monte Carlo. In Complex Stochastic Systems, Ed. O. E. Barndorff-Nielsen, D. R. Cox and C. Klüppelberg, pp. 1-62. London: Chapman and Hall.
    • (2001) Complex Stochastic Systems , pp. 1-62
    • Green, P.J.1
  • 4
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • HASTINGS, W. K. (1970). Monte Carlo sampling methods using Markov chains and their applications. Biometrika 57, 97-109.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 5
    • 84891435216 scopus 로고    scopus 로고
    • 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
    • 18044392665 scopus 로고
    • 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
    • 0015730787 scopus 로고
    • Optimum Monte Carlo sampling using Markov chains
    • PESKUN, P. H. (1973). Optimum Monte Carlo sampling using Markov chains. Biometrika 60, 607-12.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.H.1
  • 8
    • 0031285157 scopus 로고    scopus 로고
    • 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
    • 0032382065 scopus 로고    scopus 로고
    • 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
  • 11
    • 0033619197 scopus 로고    scopus 로고
    • 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.
    • (1999) Statist. Med. , vol.18 , pp. 2507-2515
    • Tierney, L.1    Mira, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.