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On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points - MaRDI portal

On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points (Q1614845)

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scientific article; zbMATH DE number 1797838
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On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points
scientific article; zbMATH DE number 1797838

    Statements

    On the influence of the proposal distributions on a reversible jump MCMC algorithm applied to the detection of multiple change-points (English)
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    9 September 2002
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    acceptance rate
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    hierarchical Bayesian model
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    levels of seismicity
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    Poisson process
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    random proposal
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    reversible jump Markov chain Monte Carlo
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