Model choice using reversible jump Markov chain Monte Carlo

DOI10.1111/j.1467-9574.2012.00516.xMaRDI QIDQ6647316

Peter J. Green, David I. Hastie

Publication date: 3 December 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

Bayes factorsBayesian model determinationposterior model probabilitiesacross-model samplingtransdimensional inferencevariable dimension problems

Mathematics Subject Classification ID

Parametric inference (62Fxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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