Reversible jump Markov chain Monte Carlo and multi-model samplers

Abstract

To appear in the second edition of the MCMC handbook, S. P. Brooks, A. Gelman, G. Jones and X.-L. Meng (eds), Chapman & Hall.

To appear in the second edition of the MCMC handbook, S. P. Brooks, A. Gelman, G. Jones and X.-L. Meng (eds), Chapman & Hall

References in corpus (4)

• Training samples in objective Bayesian model selection
• Improving Asymptotic Variance of MCMC Estimators: Non-reversible Chains are Better
• Delayed rejection schemes for efficient Markov-Chain Monte-Carlo sampling of multimodal distributions
• A Gibbs Sampling Alternative to Reversible Jump MCMC

Cited by in corpus (4)

• A Short History of Markov Chain Monte Carlo: Subjective Recollections from Incomplete Data
• Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation
• On Oracle Property and Asymptotic Validity of Bayesian Generalized Method of Moments
• Bayesian Inference for High Dimensional Changing Linear Regression with Application to Minnesota House Price Index Data