A Gibbs Sampling Alternative to Reversible Jump MCMC

Details A Gibbs Sampling Alternative to Reversible Jump MCMC A Gibbs Sampling Alternative to Reversible Jump MCMC

2009-02-24

arxiv.org/abs/0902.4117v1

Statistics

Computation

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics

Scientific paper

This note presents a simple and elegant sampler which could be used as an
alternative to the reversible jump MCMC methodology.

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