Population-Based Reversible Jump Markov Chain Monte Carlo

DOI10.1093/biomet/asm069zbMath1158.62019arXiv0711.0186OpenAlexW2031452361MaRDI QIDQ3606636

Ajay Jasra, David A. Stephens, Christopher C. Holmes

Publication date: 26 February 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.0186

zbMATH Keywords

mixture modelreversible jump Markov chain Monte Carlogene expression datauniform ergodicityBayesian variable selection

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

A generalized multiple-try version of the reversible jump algorithm ⋮ Bayesian analysis of quasi-life tables ⋮ Annealing stochastic approximation Monte Carlo algorithm for neural network training ⋮ Likelihood-free parallel tempering ⋮ Efficient sampling on the simplex with a self-adjusting logit transform proposal ⋮ Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm ⋮ High-dimensional Bayesian parameter estimation: case study for a model of JAK2/STAT5 signaling ⋮ A path sampling identity for computing the Kullback-Leibler and J divergences ⋮ Bayesian optimal sequential design for nonparametric regression via inhomogeneous evolutionary MCMC ⋮ A Bayesian Model of NMR Spectra for the Deconvolution and Quantification of Metabolites in Complex Biological Mixtures ⋮ A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data ⋮ A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean ⋮ Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method ⋮ Bayesian fractional polynomials ⋮ Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling ⋮ Parallel tempering with equi-energy moves ⋮ An MCMC model search algorithm for regression problems ⋮ Anytime parallel tempering ⋮ Multiset Model Selection ⋮ Interacting sequential Monte Carlo samplers for trans-dimensional simulation ⋮ Volatility prediction based on scheduled macroeconomic announcements

This page was built for publication: Population-Based Reversible Jump Markov Chain Monte Carlo