Skip to content

Improving the acceptance rate of reversible jump MCMC proposals

by Fahimah Al-Awadhi, Merrilee Hurn, Christopher Jennison
Statistics and Probability Letters ()
Get full text at journal

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.

Cite this document (BETA)

Readership Statistics

54 Readers on Mendeley
by Discipline
 
33% Mathematics
 
17% Computer Science
 
13% Agricultural and Biological Sciences
by Academic Status
 
39% Student > Ph. D. Student
 
19% Researcher
 
11% Professor > Associate Professor
by Country
 
9% United States
 
7% United Kingdom
 
4% Germany

Sign up today - FREE

Mendeley saves you time finding and organizing research. Learn more

  • All your research in one place
  • Add and import papers easily
  • Access it anywhere, anytime

Start using Mendeley in seconds!

Sign up & Download

Already have an account? Sign in