Nonreversible Jump Algorithms for Bayesian Nested Model Selection

Author:

Gagnon Philippe1ORCID,Doucet Arnaud1

Affiliation:

1. Department of Statistics, University of Oxford , Oxford , UK

Funder

Engineering and Physical Sciences Research Council

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Reference27 articles.

1. Andrieu, C. Doucet, A. Y ild ir im, S. , and Chopin, N. (2018), “On the Utility of Metropolis–Hastings With Asymmetric Acceptance Ratio,” arXiv no. 1803.09527.

2. Andrieu, C. , and Livingstone, S. (2019), “Peskun-Tierney Ordering for Markov Chain and Process Monte Carlo: Beyond the Reversible Scenario,” arXiv no. 1906.06197.

3. Fastest Mixing Markov Chain on a Path

4. Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions

5. Lifting Markov chains to speed up mixing

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1. Dimension-Free Mixing for High-Dimensional Bayesian Variable Selection;Journal of the Royal Statistical Society Series B: Statistical Methodology;2022-10-31

2. Zig-Zag Sampling for Discrete Structures and Nonreversible Phylogenetic MCMC;Journal of Computational and Graphical Statistics;2022-03-02

3. Informed reversible jump algorithms;Electronic Journal of Statistics;2021-01-01

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