2 papers
stat.CO2007
Population-Based Reversible Jump Markov Chain Monte Carlo
Ajay Jasra, David A. Stephens, Chris C. Holmes
In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that…
stat.CO2007
A note on convergence of the equi-energy sampler
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
In a recent paper `The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat. 34 (2006) 1581--1619], Kou, Zhou & Wong have presented a n…