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Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions - MaRDI portal

Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions (Q4673751)

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scientific article; zbMATH DE number 2166457
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Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
scientific article; zbMATH DE number 2166457

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    Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions (English)
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    9 May 2005
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    autoregressive time series
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    Bayesian model selection
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    graphical models
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    Langevin algorithms
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    mixture modelling
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    optimal scaling
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