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  • 标题:Transdimensional transformation based Markov chain Monte Carlo
  • 本地全文:下载
  • 作者:Moumita Das ; Sourabh Bhattacharya
  • 期刊名称:Brazilian Journal of Probability and Statistics
  • 印刷版ISSN:0103-0752
  • 出版年度:2019
  • 卷号:33
  • 期号:1
  • 页码:87-138
  • DOI:10.1214/17-BJPS380
  • 语种:English
  • 出版社:Brazilian Statistical Association
  • 摘要:Variable dimensional problems, where not only the parameters, but also the number of parameters are random variables, pose serious challenge to Bayesians. Although in principle the Reversible Jump Markov Chain Monte Carlo (RJMCMC) methodology is a response to such challenges, the dimension-hopping strategies need not be always convenient for practical implementation, particularly because efficient “move-types” having reasonable acceptance rates are often difficult to devise.
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