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- Reversible-jump_Markov_chain_Monte_Carlo abstract "In computational statistics, reversible-jump Markov chain Monte Carlo is an extension to standard Markov chain Monte Carlo (MCMC) methodology that allows simulation of the posterior distribution on spaces of varying dimensions.Thus, the simulation is possible even if the number of parameters in the model is not known. Let be a model indicator and the parameter space whose number of dimensions depends on the model . The model indication need not be finite. The stationary distribution is the joint posterior distribution of that takes the values . The proposal can be constructed with a mapping of and , where is drawn from a random componentwith density on . The move to state can thus be formulated asThe functionmust be one to one and differentiable, and have a non-zero support:so that there exists an inverse function that is differentiable. Therefore, the and must be of equal dimension, which is the case if the dimension criterion is met where is the dimension of . This is known as dimension matching. If then the dimensional matchingcondition can be reduced to withThe acceptance probability will be given bywhere denotes the absolute value and is the joint posterior probabilitywhere is the normalising constant.".
- Reversible-jump_Markov_chain_Monte_Carlo wikiPageID "6069215".
- Reversible-jump_Markov_chain_Monte_Carlo wikiPageRevisionID "596660573".
- Reversible-jump_Markov_chain_Monte_Carlo hasPhotoCollection Reversible-jump_Markov_chain_Monte_Carlo.
- Reversible-jump_Markov_chain_Monte_Carlo subject Category:Computational_statistics.
- Reversible-jump_Markov_chain_Monte_Carlo subject Category:Monte_Carlo_methods.
- Reversible-jump_Markov_chain_Monte_Carlo type Ability105616246.
- Reversible-jump_Markov_chain_Monte_Carlo type Abstraction100002137.
- Reversible-jump_Markov_chain_Monte_Carlo type Cognition100023271.
- Reversible-jump_Markov_chain_Monte_Carlo type Know-how105616786.
- Reversible-jump_Markov_chain_Monte_Carlo type Method105660268.
- Reversible-jump_Markov_chain_Monte_Carlo type MonteCarloMethods.
- Reversible-jump_Markov_chain_Monte_Carlo type PsychologicalFeature100023100.
- Reversible-jump_Markov_chain_Monte_Carlo comment "In computational statistics, reversible-jump Markov chain Monte Carlo is an extension to standard Markov chain Monte Carlo (MCMC) methodology that allows simulation of the posterior distribution on spaces of varying dimensions.Thus, the simulation is possible even if the number of parameters in the model is not known. Let be a model indicator and the parameter space whose number of dimensions depends on the model . The model indication need not be finite.".
- Reversible-jump_Markov_chain_Monte_Carlo label "Reversible-jump Markov chain Monte Carlo".
- Reversible-jump_Markov_chain_Monte_Carlo sameAs m.0fnhp5.
- Reversible-jump_Markov_chain_Monte_Carlo sameAs Q17083869.
- Reversible-jump_Markov_chain_Monte_Carlo sameAs Q17083869.
- Reversible-jump_Markov_chain_Monte_Carlo sameAs Reversible-jump_Markov_chain_Monte_Carlo.
- Reversible-jump_Markov_chain_Monte_Carlo wasDerivedFrom Reversible-jump_Markov_chain_Monte_Carlo?oldid=596660573.
- Reversible-jump_Markov_chain_Monte_Carlo isPrimaryTopicOf Reversible-jump_Markov_chain_Monte_Carlo.