The classical approach to statistical analysis is usually based upon finding values for model parameters that maximize the likelihood function. Model choice in this context is often also based on the likelihood function, but with the addition of a penalty term for the number of parameters....

The major implementational problem for reversible jump Markov chain Monte Carlo methods is that there is commonly no natural way to choose jump proposals since there is no Euclidean structure in the parameter space to guide our choice. We consider mechanisms for guiding the choice of proposal....