Improving the acceptance rate of reversible jump MCMC proposals

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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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Al-Awadhi, F., Hurn, M., & Jennison, C. (2004). Improving the acceptance rate of reversible jump MCMC proposals. Statistics and Probability Letters, 69(2), 189–198. https://doi.org/10.1016/j.spl.2004.06.025

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