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In which the author gets the Reversible Jump Markov Chain Monte Carlo algorithm and trans-dimension inversion off of his chest.

bithebayesianway.wordpress.com · published 25 May 2015

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https://bithebayesianway.wordpress.com/wp-content/uploads/2015/05/mcmc_example.png
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https://bithebayesianway.wordpress.com/wp-content/uploads/2015/05/accetance.png
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In which we learn that about Bayesian Evidence, Change Point Detection, and latex. Read at the source ↗
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https://bithebayesianway.wordpress.com/wp-content/uploads/2015/05/rjmcmc_acc_prob.png
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https://bithebayesianway.wordpress.com/wp-content/uploads/2015/05/sim_dat.png
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https://bithebayesianway.wordpress.com/wp-content/uploads/2015/05/rjmcmc_hist.png
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