Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions

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

Volumn 65, Issue 1, 2003, Pages 3-39

  Brooks, S P ^a   Giudici, P ^b   Roberts, G O ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF PAVIA   (Italy)

^c LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Autoregressive time series; Bayesian model selection; Graphical models; Langevin algorithms; Mixture modelling; Optimal scaling

Indexed keywords

EID: 0141688093     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.03711     Document Type: Article

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