Brooks, S. P.; Giudici, P.; Roberts, G. O. Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (with discussion). (English) Zbl 1063.62120 J. R. Stat. Soc., Ser. B, Stat. Methodol. 65, No. 1, 3-55 (2003). MSC: 62M10 62F15 65C40 65C05 PDFBibTeX XMLCite \textit{S. P. Brooks} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 65, No. 1, 3--55 (2003; Zbl 1063.62120) Full Text: DOI
Brooks, S. P.; Roberts, G. O. On quantile estimation and Markov chain Monte Carlo convergence. (English) Zbl 0958.65011 Biometrika 86, No. 3, 710-717 (1999). Reviewer: R.Wegmann (Garching) MSC: 65C50 65C60 65C40 62M05 PDFBibTeX XMLCite \textit{S. P. Brooks} and \textit{G. O. Roberts}, Biometrika 86, No. 3, 710--717 (1999; Zbl 0958.65011) Full Text: DOI