Population-based reversible jump Markov chain Monte Carlo
We present an extension of population-based Markov chain Monte Carlo to the transdimensional case. A major challenge is that of simulating from high- and transdimensional target measures. In such cases, Markov chain Monte Carlo methods may not adequately traverse the support of the target; the simul...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2007
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