Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model (Q1275427): Difference between revisions

Fixed scan Gibbs and block Gibbs samplers for a Bayesian hierarchical random effects model with proper conjugate priors are considered. Assuming a drift condition given by \textit{S. P. Meyn} and \textit{R. L. Tweedie} [``Markov chains and stochastic stability'' (1993), Chapter 15] it is shown that these Markov chains are geometrically ergodic. This result is a step towards establishing central limit theorems, which can be used to approximate the error associated with Monte Carlo estimates of posterior quantities of interest. Thus, the results will be of practical interest to researchers using these samplers for Bayesian data analysis.