可逆跳转MCMC的一种吉布斯采样替代方案
统计计算
2009-02-25 v1
摘要
本文介绍了一种简单而优雅的采样器，可作为可逆跳转MCMC方法的替代方案。
引用
@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}
}
备注
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)