Pratola (2016) introduces a novel proposal mechanism for the Metropolis-Hastings step of a Markov chain Monte Carlo (MCMC) sampler that allows efficient traversal of the space of latent stochastic partitions defined by binary regression trees. Here we discuss two considerations: the first is the use of the new proposal mechanism within a population Markov chain Monte Carlo sampler (Geyer, 1991) to further increase sampling efficiency in the presence of greatly separated posterior modes, the second is a prior model that favors parsimony for the problem of variable selection.

Contributed Discussion on Article by Pratola

Martino, Luca
2016-01-01

Abstract

Pratola (2016) introduces a novel proposal mechanism for the Metropolis-Hastings step of a Markov chain Monte Carlo (MCMC) sampler that allows efficient traversal of the space of latent stochastic partitions defined by binary regression trees. Here we discuss two considerations: the first is the use of the new proposal mechanism within a population Markov chain Monte Carlo sampler (Geyer, 1991) to further increase sampling efficiency in the presence of greatly separated posterior modes, the second is a prior model that favors parsimony for the problem of variable selection.
2016
population Markov chain Monte Carlo
model selection
Bayesian treed regression
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11769/614409
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