2008
DOI: 10.1007/s11222-008-9100-0
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Generic reversible jump MCMC using graphical models

Abstract: Markov chain Monte Carlo techniques have revolutionized the field of Bayesian statistics. Their enormous power and their generalizability have rendered them the method of choice for statistical inference in many scientific disciplines. Their power is so great that they can even accommodate situations in which the structure of the statistical model itself is uncertain. However, the analysis of such "trans-dimensional" models is not easy, with several significant technical and practical difficulties to overcome.… Show more

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Cited by 86 publications
(96 citation statements)
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“…For example, reversible jump methods were implemented for a generic class of problems [52], but the main focus of this work became applications in genetic epidemiology [53] and pharmacokinetics [54]. In addition, the differential equation solving capabilities were strengthened to accommodate more complex models in pharmacokinetics and make them more applicable to infectious disease modelling.…”
Section: Divergence Of Established and Experimental Versions In 2004mentioning
confidence: 99%
“…For example, reversible jump methods were implemented for a generic class of problems [52], but the main focus of this work became applications in genetic epidemiology [53] and pharmacokinetics [54]. In addition, the differential equation solving capabilities were strengthened to accommodate more complex models in pharmacokinetics and make them more applicable to infectious disease modelling.…”
Section: Divergence Of Established and Experimental Versions In 2004mentioning
confidence: 99%
“…The covariates included linear and quadratic transformations of 11 covariates. We used Bayesian model averaging, implemented via reversible jump Markov chain Monte Carlo (Lunn et al 2009), to calculate posterior probabilities that linear and quadratic terms had nonzero effects [Pr(b 6 ¼ 0)] and to estimate modelaveraged coefficients, which account for uncertainty in model structure (Wintle et al 2003). We fitted two models for each of six species.…”
Section: Methodsmentioning
confidence: 99%
“…The approach is a Bayesian variant of multivariate adaptive regression splines (Friedman, 1991). Model selection (that is, the identification of which variables to include) was performed using reversible-jump Markov chain Monte Carlo that estimates the posterior probability that a given predictor variable has an association with the response variable, accounting for linear, quadratic and cubic associations (Lunn et al, 2006(Lunn et al, , 2009. River catchment and sampling site were included as clustering variables (given exchangeable priors; equivalent to random effects in a standard mixed model) to control for population history (for example, founder effects and drift) and unmeasured environmental variables by accounting for variation in HL among sites and catchments that was not explained by the remaining predictor variables.…”
Section: Bayesian Modelmentioning
confidence: 99%