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Improving the acceptance rate of reversible jump MCMC proposals

by Fahimah Al-Awadhi, Merrilee Hurn, Christopher Jennison
Statistics and Probability Letters ()

Abstract

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.

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