The following slides are a presentation that I made for a class involving constructing a reversible jump markov chain monte carlo sampler – Which everyone seems to be terrified of for some reason. All we have to do is to be careful about our storage matrix and that it is formatted to keep track of the matrix dimension. An additional variable storage of this dimension is recommended.
If you would like this presentation for your class please email me!
If you liked this, check out some of my other posts!
-Andrew G. Chapple
Keywords: Reversible Jump Sampling, How to perform Reversible Jump MCMC, Tips for MCMC, Reversible Jump moves, Metropolis Hastings-Green Sampler, Bayesian Statistics with varying parameter spaces