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可逆跳跃马尔可夫链蒙特卡洛计算与贝叶斯模型确定

Reversible Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination

Biometrika · 1995
被引 505 · 同刊同年前 4%
ABS 4

中文导读

提出可逆跳跃马尔可夫链蒙特卡洛方法,用于在贝叶斯框架下进行模型选择和参数估计,解决了模型维度变化时的计算问题。

Abstract

Journal Article Reversible jump Markov chain Monte Carlo computation and Bayesian model determination Get access PETER J. GREEN PETER J. GREEN Department of Mathematics, University of BristolBristol BS8 1TW, U.K. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 82, Issue 4, December 1995, Pages 711–732, https://doi.org/10.1093/biomet/82.4.711 Published: 01 December 1995 Article history Received: 01 January 1995 Revision received: 01 June 1995 Published: 01 December 1995

贝叶斯统计马尔可夫链蒙特卡洛模型选择计算统计