= Scalable Importance Tempering and Bayesian Variable Selection by Giacomo Zanella and Gareth Roberts
{c}
{tag=Work by Giacomo Zanella}
{tag=Work by Gareth Roberts}
{title2=2019}
{title2=10.1111/rssb.12316}
By <Giacomo Zanella>, <Gareth Roberts>. Journal of the Royal Statistical Society, Series B, 81(3), 489–517.
https://doi.org/10.1111/rssb.12316
Author preprint: https://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.
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