Rejoinder*

Abstract

Introduction We would first like to sincerely thank the Editors of Bayesian Analysis for inviting this work to be discussed, and for the many discussants who provided interesting and insightful feedback on this work: Bobby Gramacy, Christopher Hans, Luca Martino, Rafael B. Stern, Francisco Louzada, Scotland C. Leman, Andrew Hoegh, Reihaneh Entezari, Radu V. Craiu, Jeffrey S. Rosenthal, A. Mohammadi, M. C. Kaptein and O. Chkrebtii. Thank you! As there were many shared themes amongst the discussants, our rejoinder is organized along the following topics: Alternatives to Metropolis–Hastings, Data Subsetting, Reversible-Jump MCMC (RJMCMC), Priors and Adaptation.