Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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Cites methods from "Reversible jump Markov chain Monte ..."
...The solution, proposed by (Green 1998) and known as reversible jump MCMC or RJMCMC, is to augment the low dimensional space with extra random variables so that the two spaces have a common measure....
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Cites background or methods from "Reversible jump Markov chain Monte ..."
...Sequential algorithms, incorporating MCMC techniques, have been used to carry out fixed-parameter estimation in (Gilks and Berzuini 1999), and model selection in (Andrieu, de Freitas and Doucet 1999b) (using reversible jump MCMC (Green 1995))....
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...Green (Green 1995) has studied the conditions under which this limit exists....
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...However, Green has introduced a flexible class of MCMC samplers, the so-called reversible jump MCMC, capable of jumping between subspaces of different dimensions (Green 1995)....
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...For a discussion of this topic, see Green (Green 1995)....
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References
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