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.