Informed reversible jump algorithms

DOI10.1214/21-EJS1877zbMath1476.62057arXiv1911.02089OpenAlexW3195556713MaRDI QIDQ2233560

Philippe Gagnon

Publication date: 11 October 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.02089

zbMATH Keywords

weak convergencemodel selectionBayesian statisticsMarkov chain Monte Carlo methodsvariable selectionmodel averaginglarge-sample asymptoticstrans-dimensional samplers

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Statistical ranking and selection procedures (62F07)

Related Items (3)

Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics ⋮ A data-driven reversible jump for estimating a finite mixture of regression models ⋮ Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection

Uses Software

• Stan
• NUTS

Cites Work

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