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Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers

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Academic year: 2021

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Figure

Fig. 1. Continuous time MCMC algorithm output for a simulated dataset of 500 points: (a) histogram and
Fig. 2. Continuous time MCMC algorithm output for a transform of 507 IBM stockprices: (a) histogram and
Fig. 3. Continuous time MCMC algorithm output for a sequence of 500 wind intensities in Athens; (a)

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