Jasra, Ajay; Stephens, David A.; Holmes, Christopher C. - In: Biometrika 94 (2007) 4, pp. 787-807
We present an extension of population-based Markov chain Monte Carlo to the transdimensional case. A major challenge is that of simulating from high- and transdimensional target measures. In such cases, Markov chain Monte Carlo methods may not adequately traverse the support of the target; the...