Improving the acceptance rate of reversible jump MCMC proposals

Fahimah Al-Awadhi, Merrilee Hurn and Christopher Jennison

Statistics & Probability Letters, 2004, vol. 69, issue 2, 189-198

Abstract: Recent articles have commented on the difficulty of proposing efficient reversible jump moves within MCMC. We suggest a new way to make proposals more acceptable using a secondary Markov chain to modify proposed moves--at little extra programming cost.

Keywords: Image; analysis; Markov; chain; Monte; Carlo; Object; recognition; Reversible; jump; MCMC; Stochastic; simulation; Tempering (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (8)

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