Sufficient burn-in for Gibbs samplers for a hierarchical random effects model. (Q1879955): Difference between revisions
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| English | Sufficient burn-in for Gibbs samplers for a hierarchical random effects model. |
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Sufficient burn-in for Gibbs samplers for a hierarchical random effects model. (English)
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15 September 2004
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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.
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block Gibbs sampler
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burn-in
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drift condition
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geometric ergodicity
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minorization condition
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convergence rate
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total variation distance
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