| EPSRC Reference: |
GR/K72360/01 |
| Title: |
REVERSIBLE JUMP MCMC COMPUTATION AND BAYESIAN MODEL DETERMINATION |
| Principal Investigator: |
Green, Professor PJ |
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| Department: |
Mathematics |
| Organisation: |
University of Bristol |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 May 1996 |
Ends: |
30 April 1999 |
Value (£): |
128,169
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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Summary on Grant Application Form |
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Complex stochastic systems - statistical models, typically hierarchical in structure, including many variables and exploiting parsimonious conditional dependence assumptions - can now be readily built for a wide range of applications. Yet questions of model determination (model choice, comparison, criticism) have only recently begun to be addressed. Such questions typically involve the simultaneous consideration of many non-nested statistical models, with parameterisations of varying dimensionality and interpretation. The project seeks to apply a new family of Markov chain Monte Carlo methods to such problems, investigating aspects of methodology, application and implementation.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.bris.ac.uk |