CU-MSDSp: A flexible parallelized Reversible jump Markov chain Monte Carlo method

CU-MSDSp: A flexible parallelized Reversible jump Markov chain Monte Carlo method

Reversible jump Markov chain Monte Carlo (RJMCMC) is a powerful Bayesian trans-dimensional algorithm for performing model selection while inferring the distribution of model parameters. The present work introduces CU-MSDSp as an open source and fully automated parallel RJMCMC implementation that aim...

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Bibliographic Details
Main Authors: John Taylor Chavis, III, Amy Louise Cochran, Christopher James Earls
Format: Article
Language:English
Published: Elsevier 2021-06-01
Series:SoftwareX
Subjects:
Reversible jump Markov chain Monte Carlo methods
RJMCMC
Model selection
Parallel MCMC
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711021000091

Internet

http://www.sciencedirect.com/science/article/pii/S2352711021000091

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