R package rjmcmc: reversible jump MCMC using post‐processing

DOI10.1111/ANZS.12263zbMath1418.62083OpenAlexW2953867467MaRDI QIDQ5229967

Matthew R. Schofield, Richard J. Barker, Nicholas Gelling

Publication date: 19 August 2019

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12263

zbMATH Keywords

Markov chain Monte Carloautomatic differentiationBayes factorsBayesian multimodel inference

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian inference (62F15)

Related Items (1)

rjmcmc

Uses Software

• R
• JAGS
• Stan
• R2jags
• madness
• FSAdata

Cites Work

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• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• A survey of cross-validation procedures for model selection
• Estimating the dimension of a model
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Estimating the marginal likelihood using the arithmetic mean identity
• Evaluating Derivatives
• The eigenvalues of the empirical transition matrix of a Markov chain
• Bayes Factors
• Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)

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