Reversible-jump MCMC
His most-cited paper, “Reversible jump Markov chain Monte Carlo computation and Bayesian model determination,” which introduced a method now used across statistics, genetics and signal processing.
Mathematician & Fellow of the Royal Society · b. 1950
Looking for a different Peter Green? Maybe the guitarist. See all of them.
Peter James Green, born in Solihull on 28 April 1950, studied mathematics at Oxford before postgraduate work at Sheffield. He is emeritus Professor of Statistics at the University of Bristol and a Fellow of the Royal Society.
His name is known to anyone who has done serious Bayesian computation: he devised reversible-jump Markov chain Monte Carlo, a method that lets a model move between spaces of different dimension — a genuine cornerstone of modern statistics. A quieter fame than a No. 1 single, but an enduring one.
His most-cited paper, “Reversible jump Markov chain Monte Carlo computation and Bayesian model determination,” which introduced a method now used across statistics, genetics and signal processing.
Is this Peter Green the real Peter Green?
A bona fide, born Peter Green — no argument. The domain and its crown, however, belong to the real Peter Green.
Sources: Wikipedia · Biometrika (1995)