Model choice using reversible jump Markov chain Monte Carlo

Publisher:
Wiley
Publication Type:
Journal Article
Citation:
Statistica Neerlandica, 2012, 66 (3), pp. 309 - 338 (30)
Issue Date:
2012-01-01
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2013007521OK.pdfPublished Version440.49 kB
Adobe PDF
We review the across-model simulation approach to computation for Bayesian model determination, based on the reversible jump Markov chain Monte Carlo method. Advantages, difficulties and variations of the methods are discussed. We also discuss some limitations of the ideal Bayesian view of the model determination problem, for which no computational methods can provide a cure.
Please use this identifier to cite or link to this item: