Journal article

Improving the acceptance rate of reversible jump MCMC proposals

Al-Awadhi F, Hurn M, Jennison C ...see all

Statistics and Probability Letters, vol. 69, issue 2 (2004) pp. 189-198

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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.

Author-supplied keywords

  • Image analysis
  • Markov chain Monte Carlo
  • Object recognition
  • Reversible jump MCMC
  • Stochastic simulation
  • Tempering

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Authors

  • Fahimah Al-Awadhi

  • Merrilee Hurn

  • Christopher Jennison

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