Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors (Q464471)
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scientific article; zbMATH DE number 6361960
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| English | Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors |
scientific article; zbMATH DE number 6361960 |
Statements
Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors (English)
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27 October 2014
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Bessel function
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data augmentation algorithm
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geometric convergence rate
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Markov operator
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sandwich algorithm
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trace-class operator
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0.82023024559021
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0.8028125166893005
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0.7827757596969604
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0.778293788433075
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0.7559953927993774
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