UQWorld

Bayesian Inference

Hello @damarginal,
I am trying to implement a Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm to find the posterior distribution of both the model and its parameters in Bayesian Inference. I know that the MCMC algorithm is available in UQLab, is there any chance of incorporating the RJMCMC algorithm in UQLab. It will be very much helpful. Thank you in advance.