An efficient interpolation technique for jump proposals in reversible-jump Markov chain Monte Carlo calculations

Selection among alternative theoretical models given an observed dataset is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental d...

Full description

Bibliographic Details
Main Authors: W. M. Farr, I. Mandel, D. Stevens
Format: Article
Language:English
Published: The Royal Society 2015-01-01
Series:Royal Society Open Science
Subjects:
Online Access:https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.150030