Changing Dimension
The reversible-jump method is a variant of Metropolis–Hastings that allows proposals that change the dimensionality of the space. This method was proposed in 1995 by Peter Green of Bristol University. Markov chain Monte Carlo methods that change dimensionality have also long been used in statistical physics applications, where for some problems a distribution that is a grand canonical ensemble is used (e.g., when the number of molecules in a box is variable). Some sort of reversible-jump variant is also needed when doing MCMC or Gibbs sampling over nonparametric Bayesian models such as those involving the Dirichlet process or Chinese restaurant process, where the number of mixing components/clusters/etc. is automatically inferred from the data.
Read more about this topic: Markov Chain Monte Carlo
Famous quotes containing the words changing and/or dimension:
“People’s affections can be as thin as paper; life is like a game of chess, changing with each move.”
—Chinese proverb.
“Authority is the spiritual dimension of power because it depends upon faith in a system of meaning that decrees the necessity of the hierarchical order and so provides for the unity of imperative control.”
—Shoshana Zuboff (b. 1951)