Nonreversible jump algorithms for Bayesian nested model selection
Nonreversible Markov chain Monte Carlo methods often outperform their reversible counterparts in terms of asymptotic variance of ergodic averages and mixing properties. Lifting the state-space is a generic technique for constructing such samplers. The idea is to think of the random variables we want...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Taylor and Francis
2020
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