A Gibbs Sampling Alternative to Reversible Jump MCMC
Computation
2009-02-25 v1
Abstract
This note presents a simple and elegant sampler which could be used as an alternative to the reversible jump MCMC methodology.
Cite
@article{arxiv.0902.4117,
title = {A Gibbs Sampling Alternative to Reversible Jump MCMC},
author = {Stephen G. Walker},
journal= {arXiv preprint arXiv:0902.4117},
year = {2009}
}
Comments
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)