We consider the construction of perfect samplers for posterior distributions associated with mixtures of exponential families and conjugate priors, starting with a perfect slice sampler in the spirit of Mira and co-workers. The methods rely on a marginalization akin to Rao-Blackwellization and...

type="main" xml:id="rssb12056-abs-0001" <title type="main">Summary</title> <p>The choice of the summary statistics that are used in Bayesian inference and in particular in approximate Bayesian computation algorithms has bearings on the validation of the resulting inference. Those statistics are nonetheless customarily used...</p>

Reversible jump methods are the most commonly used Markov chain Monte Carlo tool for exploring variable dimension statistical models. Recently, however, an alternative approach based on birth-and-death processes has been proposed by Stephens for mixtures of distributions. We show that the...