Improving the acceptance rate of reversible jump MCMC proposals

DOI10.1016/j.spl.2004.06.025zbMath1116.65308OpenAlexW2077913742MaRDI QIDQ1771452

Fahimah Al-Awadhi, Christopher Jennison, Merrilee A. Hurn

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.025

zbMATH Keywords

Markov chain Monte CarloReversible jump MCMCObject recognitionImage analysisStochastic simulationTempering

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Related Items

On the Flexibility of Metropolis-Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation ⋮ Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models ⋮ Mode jumping MCMC for Bayesian variable selection in GLMM ⋮ A transdimensional Bayesian approach to ultrasonic travel-time tomography for non-destructive testing ⋮ Transdimensional inference in the geosciences ⋮ Distribution of distances between topologies and its effect on detection of phylogenetic recombination ⋮ Three-dimensional Bayesian image analysis and confocal microscopy ⋮ Bayesian estimation for a mixture of simplex distributions with an unknown number of components: HDI analysis in Brazil ⋮ Transdimensional transformation based Markov chain Monte Carlo ⋮ Weak convergence and optimal tuning of the reversible jump algorithm ⋮ An automatic robust Bayesian approach to principal component regression

Cites Work

• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Block updating in constrained Markov chain Monte Carlo sampling
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Delayed rejection in reversible jump Metropolis-Hastings
• Statistical Image Analysis for a Confocal Microscopy Two-Dimensional Section of Cartilage Growth
• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Bayesian object identification
• Monte Carlo sampling methods using Markov chains and their applications