Reversible jump MCMC

GPTKB entity

Statements (18)
Predicate Object
gptkbp:instanceOf Markov chain
gptkbp:application mixture models
Bayesian model comparison
change point problems
gptkbp:enables model selection
variable dimension parameter spaces
gptkbp:hasConcept detailed balance
dimension matching
reversible Markov chain
https://www.w3.org/2000/01/rdf-schema#label Reversible jump MCMC
gptkbp:introduced gptkb:Peter_J._Green
gptkbp:introducedIn 1995
gptkbp:publishedIn gptkb:Biometrika
gptkbp:relatedTo gptkb:Metropolis-Hastings_algorithm
gptkb:Gibbs_sampling
gptkbp:usedIn Bayesian statistics
gptkbp:bfsParent gptkb:Markov_chain_Monte_Carlo
gptkbp:bfsLayer 6