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...
| Главные авторы: | , , |
|---|---|
| Формат: | Journal article |
| Язык: | English |
| Опубликовано: |
2007
|