Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model (Q1275427)
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scientific article; zbMATH DE number 1241233
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| English | Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model |
scientific article; zbMATH DE number 1241233 |
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Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model (English)
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17 January 1999
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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.
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Bayesian model
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central limit theorem
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Gibbs sampler
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Markov chain
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Monte Carlo
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0.915244996547699
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0.8719786405563354
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0.8448896408081055
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0.843621015548706
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0.8398135304450989
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