We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Stat. Methodol. 16 (2014) 100–116), a methodology that is designed to update all the parameters ...

Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time. Queuing theory, terminology, and single queue systems are studied with ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 65, No. 1 (2003), pp. 3-55 (53 pages) The major implementational problem for reversible jump Markov chain Monte Carlo ...

A Markov chain is a sequence of random variables that satisfies P(X t+1 ∣X t ,X t−1 ,…,X 1 )=P(X t+1 ∣X t ). Simply put, it is a sequence in which X t+1 depends only on X t and appears before X t−1 ...