Improving the acceptance rate of reversible jump MCMC proposals
- ISSN: 01677152
- DOI: 10.1016/j.spl.2004.06.025
Recent articles have commented on the difficulty of proposing efficient reversible jump moves within MCMC. We suggest a new way to make proposals more acceptable using a secondary Markov chain to modify proposed moves-at little extra programming cost. © 2004 Elsevier B.V. All rights reserved.