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...

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Bibliographic Details
Published in:	Royal Society Open Science
Main Authors:	W. M. Farr, I. Mandel, D. Stevens
Format:	Article
Language:	English
Published:	The Royal Society 2015-01-01
Subjects:	markov chain monte carlo reversible-jump markov chain monte carlo data analysis
Online Access:	https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.150030

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