Population-Based Reversible Jump Markov Chain Monte Carlo
نویسندگان
چکیده
منابع مشابه
Population-based reversible jump Markov chain Monte Carlo
We present an extension of population-based Markov chain Monte Carlo to the transdimensional case. A major challenge is that of simulating from highand transdimensional target measures. In such cases, Markov chain Monte Carlo methods may not adequately traverse the support of the target; the simulation results will be unreliable. We develop population methods to deal with such problems, and giv...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2007
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asm069