RJObject: Reversible Jump Objects
Abstract
RJObject provides a general approach to trans-dimensional Bayesian inference problems, using trans-dimensional MCMC embedded within a Nested Sampling algorithm. This allows exploration of the posterior distribution and calculattion of the marginal likelihood (summed over N) even if the problem contains a phase transition or other difficult features such as multimodality.
- Publication:
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Astrophysics Source Code Library
- Pub Date:
- April 2021
- Bibcode:
- 2021ascl.soft04006B
- Keywords:
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- Software