Convergence analysis of MCMC algorithms for Bayesian multivariate linear regression with non-Gaussian errors (Q4685441)
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scientific article; zbMATH DE number 6948952
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| English | Convergence analysis of MCMC algorithms for Bayesian multivariate linear regression with non-Gaussian errors |
scientific article; zbMATH DE number 6948952 |
Statements
Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors (English)
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8 October 2018
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data augmentation algorithm
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drift condition
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geometric ergodicity
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Haar PX-DA algorithm
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heavy-tailed distribution
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minorization condition
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scale mixture
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0.935648798942566
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0.8743845224380493
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0.8540710806846619
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0.8187226057052612
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0.7891452312469482
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