Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo

Bayes Factors

Robert E. Kass, Adrian E. Raftery · Journal of the American Statistical Association · 1995 · 12.3K citations

Natural Sciences, Behavioral Sciences, Bayesian Biostatistics +11

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

Computing, Computer Science, Algorithms +9

Sampling-Based Approaches to Calculating Marginal Densities

Alan E. Gelfand, A. F. M. Smith · Journal of the American Statistical Association · 1990 · 6.7K citations

Natural Sciences, Mathematics, Probability Theory +16

Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Peter J. Green · Biometrika · 1995 · 5.9K citations

Computing, Biostatistics, Computer Science +17

Markov Chains for Exploring Posterior Distributions

Luke Tierney · The Annals of Statistics · 1994 · 3.5K citations · Full text

Natural Sciences, Mathematics, Probability Theory +16