HSSS Variable dimension MCMC workshop

Recent developments in MCMC algorithms have allowed implementation of novel methods of model determination in statistics, especially in hierarchical graphical models. This workshop gathered together both researchers interested in such methodology and its applications, and those developing the algorithms themselves.

The workshop was held at Brockenhurst, in the New Forest, UK, from Sunday 21 September to Wednesday 24 September, 1997.

Those participating were:
Peter Clifford, Petros Dellaportas, David Draper, Jon Forster, Paolo Giudici, Simon Godsill, Peter Green, Juha Heikkinen, Steffen Lauritzen, Marie-Colette van Lieshout, Jesper Moller, Sylvia Richardson, Christian Robert, and David Stephens.

Programme of the workshop.

Full report, including abstracts and references.

Science Citation Index entries citing `Reversible jump Markov chain Monte Carlo computation and Bayesian model determination', by Peter J. Green. Biometrika, 82, 711-732 (1995). (obtained 23 May 2003).

An email list has been set up to assist communication between researchers interested in MCMC methods for variable dimension problems, and their statistical applications.

For details, click here.

The workshop was sponsored by the ESF programme on Highly Structured Stochastic Systems

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