Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach

DOI10.1080/00031305.2013.791644OpenAlexW2127600419WikidataQ58297042 ScholiaQ58297042MaRDI QIDQ5877126

William A. Link, Richard J. Barker

Publication date: 3 February 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2013.791644

zbMATH Keywords

Bayes factorsreversible jump Markov chain Monte Carloposterior model probabilities

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models ⋮ R package rjmcmc: reversible jump MCMC using post‐processing

Uses Software

• tsbridge
• rjmcmc

Cites Work

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• Rao-Blackwellisation of sampling schemes
• Bayesian Measures of Model Complexity and Fit
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• A review of Bayesian variable selection methods: what, how and which