Transdimensional transformation based Markov chain Monte Carlo

DOI10.1214/17-BJPS380zbMath1414.65001arXiv1403.5207OpenAlexW2962695421MaRDI QIDQ1729804

Moumita Das, Sourabh Bhattacharya

Publication date: 28 February 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.5207

zbMATH Keywords

mixtureJacobianblock updatemove typeRMJMCMCTTMCMC

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Bayes factor asymptotics for variable selection in the Gaussian process framework ⋮ Transdimensional transformation based Markov chain Monte Carlo ⋮ On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions

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