Convergence rates for MCMC algorithms for a robust Bayesian binary regression model

DOI10.1214/12-EJS756zbMath1295.60089WikidataQ60521585 ScholiaQ60521585MaRDI QIDQ1950912

Vivekananda Roy

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1357307946

zbMATH Keywords

Markov chainconvergence raterobust regressiongeometric ergodicitydata augmentation algorithmrobit regression

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) General nonlinear regression (62J02) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (8)

Efficient estimation of the link function parameter in a robust Bayesian binary regression model ⋮ Convergence rates of two-component MCMC samplers ⋮ Robust modeling using non-elliptically contoured multivariate \(t\) distributions ⋮ The Modified-Half-Normal distribution: Properties and an efficient sampling scheme ⋮ Convergence properties of data augmentation algorithms for high-dimensional robit regression ⋮ Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors ⋮ Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers ⋮ Consistent estimation of the spectrum of trace class data augmentation algorithms

Uses Software

• R
• mcmcse

Cites Work

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