Model selection by MCMC computation.

DOI10.1016/S0165-1684(00)00188-2zbMath1098.94514OpenAlexW2010627960WikidataQ127088197 ScholiaQ127088197MaRDI QIDQ5940754

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Publication date: 20 August 2001

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(00)00188-2

zbMATH Keywords

Bayesian model selectionMarkov chain Monte Carlo methodsReversible jump MCMC

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Bayesian inference (62F15) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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