Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression (Q2313288)
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scientific article; zbMATH DE number 7082288
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| English | Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression |
scientific article; zbMATH DE number 7082288 |
Statements
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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0.8060009479522705
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0.7885860800743103
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0.7844254374504089
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0.7821767926216125
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0.7782519459724426
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