Sufficient burn-in for Gibbs samplers for a hierarchical random effects model. (Q1879955): Difference between revisions

The authors consider a Bayesian hierarchical version of the standard normal theory one-way random effects model. Drift and minorization conditions are established for the underlying Markov chains. They discuss analytical upper bounds on the total variation distance to stationarity and construct such an upper bound. This leads to a method for determining sufficient burn-ins. The results are illustrated with a numerical example.