Blar i Bergen Open Research Archive på forfatter "Lyyjynen, Hannu Sakari"
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Reversible Jump Markov Chain Monte Carlo: Some Theory and Applications
Lyyjynen, Hannu Sakari (Master thesis, 2014-03-10)The history of MCMC, theories of Bayesian thinking and model choice, the Accept- Reject-algorithm, Markov chains, the Metropolis- Hastings-algorithm and the reversible jump MCMC are explained. Then the reversible jump MCMC ...