Improving the acceptance rate of reversible jump MCMC proposals

Recent articles have commented on the difficulty of proposing efficient reversible jump moves within MCMC. We suggest a new way to make proposals more acceptable using a secondary Markov chain to modify proposed moves--at little extra programming cost.

MoreLess

Year of publication:	2004
Authors:	Al-Awadhi, Fahimah ; Hurn, Merrilee ; Jennison, Christopher
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 2, p. 189-198
Publisher:	Elsevier
Keywords:	Image analysis Markov chain Monte Carlo Object recognition Reversible jump MCMC Stochastic simulation Tempering

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254544