Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 65, Issue 3, 2003, Pages 679-700

  Cappé, Olivier ^a   Robert, Christian P ^b,d   Rydén, Tobias ^c  

^a CNRS   (France)

^b CREST   (France)

^c LUND UNIVERSITY   (Sweden)

^d UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Birth and death process; Hidden Markov model; Markov chain Monte Carlo algorithms; Mixture distribution; Rao Blackwellization; Rescaling

Indexed keywords

EID: 0043173919     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00409     Document Type: Article

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