Delayed rejection in reversible jump Metropolis-Hastings

DOI10.1093/biomet/88.4.1035zbMath1099.60508OpenAlexW2114350394MaRDI QIDQ2773183

Publication date: 2001

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/88.4.1035

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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