Abstract
We review the across-model simulation approach to computation for Bayesian model de-termination, based on the reversible jump Markov chain Monte Carlo method. Advantages, diculties and variations of the methods are discussed. We also discuss some limitations of the ideal Bayesian view of the model determination problem, for which no computational methods can provide a cure.
| Original language | English |
|---|---|
| Pages (from-to) | 309-338 |
| Number of pages | 30 |
| Journal | Statistica Neerlandica |
| Volume | 66 |
| Issue number | 3 |
| Publication status | Published - Aug 2012 |
Keywords
- across-model sampling;