Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression (Q2313288)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression |
scientific article |
Statements
Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression (English)
0 references
18 July 2019
0 references
drift condition
0 references
geometric ergodicity
0 references
high dimensional inference
0 references
large \(p\)-small \(n\)
0 references
Markov chain Monte Carlo
0 references
minorization condition
0 references
