 Scalable Importance Tempering and Bayesian Variable Selection by Giacomo Zanella and Gareth Roberts

By Giacomo Zanella, Gareth Roberts. Journal of the Royal Statistical Society, Series B, 81(3), 489–517.

Author preprint: arxiv.org/abs/1805.00541

Section 2, equations (1)–(3), Algorithm TGS and Proposition 1 give the modified conditional ratios, coordinate-selection probabilities, invariant density fZ and importance weights 1/Z.