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Questions tagged [reversible-jump]

Reversible jump MCMC is a Markov chain Monte Carlo method designed to move between spaces of different dimensions while preserving the intended target distribution.

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Reversible Jump MCMC method: could someone provide the intuition about it?

So here I am studying reversible jump MCMC method. Could someone provide me an interpretation of the expression of the acceptance probability related to the model's transition step?
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How to calculate the MH ratio in a birth-death Reversible Jump MCMC?

I know the formula and think I understand it, but I must be doing something wrong. Assume $J\sim po(\lambda)$ and $X_J=(U_1, \dots, U_J)$ and $U_i\sim U(0,w)$. Then I want to sample from the ...
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A question about the choice and interpretation of the jumping distribution in Metropolis-Hastings algorithm

In order to implement the MH algorithm you need a proposal density or jumping distribution $q(⋅|⋅)$, from which it is easy to sample. If you want to sample from a distribution $f(⋅)$, the MH algorithm ...
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Gibbs sampling with mixed prior using a Metropolis-Hastings step

My questions are about a sampling procedure for fitting a Bayesian hierarchical model where one of the priors is a mixture distribution of discrete and continuous parts. The model is not my own but I ...