Analysis of Polya-Gamma Gibbs sampler for Bayesian logistic analysis of variance

DOI10.1214/17-EJS1227MaRDI QIDQ510212zbMATH OpenFDO

Authors Hee Min Choi, Jorge Carlos Román

Publication date 17 February 2017

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

Full work available at URL https://projecteuclid.org/euclid.ejs/1486458017

zbMATH Keywords

data augmentation algorithmgeometric convergence rateMarkov chainMarkov operatorMonte Carlo methodsPolya-Gamma distributiontrace-class operator

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited in

(8)

• Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior
• Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models
• Estimating the spectral gap of a trace-class Markov operator
• 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
• The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Approximating the spectral gap of the Pólya-Gamma Gibbs sampler

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