JSM 2004 Online Program

Abstract #302060

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Activity Number:	440
Type:	Contributed
Date/Time:	Thursday, August 12, 2004 : 10:30 AM to 12:20 PM
Sponsor:	Section on Bayesian Statistical Science
Abstract - #302060
Title:	Hyperplane Inflation for Markov Chain Monte Carlo in Locally Nested spaces
Author(s):	Giovanni Petris*+
Companies:	University of Arkansas
Address:	, Fayetteville, AR, 72701,
Keywords:	Markov chain Monte Carlo ; model mixing ; model selection ; variable selection
Abstract:	We propose an approach to transdimensional MCMC based on geometric considerations. The main tool is provided by a family of functions that, by inflating low-dimensional hyperplanes, maps two nested models onto nonoverlapping regions of a unique auxiliary space. A sampler in the auxiliary space can then move smoothly between the regions representing the different models, avoiding in this way the need for "jumps" and corresponding jump proposals. Transdimensional MCMC using the proposed approach can be carried out in a semiautomatic way. An example will be discussed.

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