A Gibbs Sampling Alternative to Reversible Jump MCMC
Abstract
Description
This note presents a simple and elegant sampler which could be used as an alternative to the reversible jump MCMC methodology.
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)