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  • Using Reversible Jump MCMC to Account for Model Uncertainty
    and to a random component U . We can express it as zp = gmmp(z, U), where U is a random vector on Rnmmp ... the current model. This ensures that fm(z)qmmp(z, u) and fmp(zp)qmpm(zp, up) are joint densities on spaces ...

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    • Authors: Brian Hartman, Jeff R Hart
    • Date: Nov 2008
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Modeling & Statistical Methods>Markov Chain