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Volumn 31, Issue 4, 2003, Pages 469-482

A geometric approach to transdimensional Markov chain Monte Carlo

Author keywords

Bayesian inference; Markov chain Monte Carlo; Multimodel inference; Regeneration; Transdimensional Markov chain Monte Carlo

Indexed keywords


EID: 1642294171     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315857     Document Type: Article
Times cited : (15)

References (20)
  • 5
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    • Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers
    • O. Cappé, C. Robert & T. Rydén (2003). Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers. Journal of the Royal Statistical Society Series B, 65, 679-700.
    • (2003) Journal of the Royal Statistical Society Series B , vol.65 , pp. 679-700
    • Cappé, O.1    Robert, C.2    Rydén, T.3
  • 11
    • 0035591051 scopus 로고    scopus 로고
    • On the relationship between Markov chain Monte Carlo methods for model uncertainty
    • S. J. Godsill (2001). On the relationship between Markov chain Monte Carlo methods for model uncertainty. Journal of Computational and Graphical Statistics, 10, 230-248.
    • (2001) Journal of Computational and Graphical Statistics , vol.10 , pp. 230-248
    • Godsill, S.J.1
  • 13
    • 77956889087 scopus 로고
    • Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
    • P. J. Green (1995). Reversible jump Markov chain Monte Carlo computation and Bayesian model determination, Biometrika, 82, 711-732.
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, P.J.1
  • 14
    • 0346641850 scopus 로고    scopus 로고
    • Trans-dimensional MCMC
    • P. J. Green, N. L. Hjort & S. Richardson, eds., Oxford Statistical Science Series 27, Oxford University Press
    • P. J. Green (2003). Trans-dimensional MCMC. In Highly Structured Stochastic Systems (P. J. Green, N. L. Hjort & S. Richardson, eds.), Oxford Statistical Science Series 27, Oxford University Press.
    • (2003) Highly Structured Stochastic Systems
    • Green, P.J.1
  • 18
    • 0037190448 scopus 로고    scopus 로고
    • On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points
    • R. Rotondi (2002). On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points, Computational Statistics and Data Analysis, 40, 633-653.
    • (2002) Computational Statistics and Data Analysis , vol.40 , pp. 633-653
    • Rotondi, R.1
  • 19
    • 0034374610 scopus 로고    scopus 로고
    • Bayesian analysis of mixture models with an unknown number of components - An alternative to reversible jump methods
    • M. A. Stephens (2000). Bayesian analysis of mixture models with an unknown number of components - an alternative to reversible jump methods. The Annals of Statistics, 28, 40-74.
    • (2000) The Annals of Statistics , vol.28 , pp. 40-74
    • Stephens, M.A.1
  • 20
    • 1642274336 scopus 로고    scopus 로고
    • A new Bayesian method for nonparametric capture-recapture models in presence of heterogeneity
    • L. Tardella (2000). A new Bayesian method for nonparametric capture-recapture models in presence of heterogeneity. Biometrika, 89, 807-817.
    • (2000) Biometrika , vol.89 , pp. 807-817
    • Tardella, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.