Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers

Cappé, Olivier, Robert, Christian P., Rydén, Tobias . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2003. 65 (3) :679-700

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Bibtex

@article{CIS-203149,
  Author = {Cappé, Olivier and Robert, Christian P. and Rydén, Tobias},
  Title = {Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {65},
  Number = {3},
  Year = {2003},
  Pages = {679--700},
  Keywords = {Mixture distribution, Point estimation, parametric inference, Birth-and-death process, Markov chains with continuous parameter, Hidden Markov model, rescaling, Markov chain Monte Carlo algorithms, Rao–Blackwellization}
}

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