Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression (Q2313288)

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Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
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    Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression (English)
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    18 July 2019
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    drift condition
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    geometric ergodicity
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    high dimensional inference
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    large \(p\)-small \(n\)
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    Markov chain Monte Carlo
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    minorization condition
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