Reversible-jump Markov chain Monte Carlo

In computational statistics, reversible-jump Markov chain Monte Carlo is an extension to standard Markov chain Monte Carlo (MCMC) methodology that allows simulation of the posterior distribution on spaces of varying dimensions.Thus, the simulation is possible even if the number of parameters in the model is not known. In computational statistics, reversible-jump Markov chain Monte Carlo is an extension to standard Markov chain Monte Carlo (MCMC) methodology that allows simulation of the posterior distribution on spaces of varying dimensions.Thus, the simulation is possible even if the number of parameters in the model is not known.