Mixtures of mutually singular distributions let Bayesian variable selection run in ordinary fixed-dimensional MCMC while matching the spike-and-slab posterior and RJMCMC acceptance probabilities.
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Reversible Jump MCMC With No Regrets: Bayesian Variable Selection Using Mixtures of Mutually Singular Distributions
Mixtures of mutually singular distributions let Bayesian variable selection run in ordinary fixed-dimensional MCMC while matching the spike-and-slab posterior and RJMCMC acceptance probabilities.