Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors

DOI10.1214/18-EJS1506zbMath1405.60110arXiv1706.01846OpenAlexW2889874374WikidataQ128736108 ScholiaQ128736108MaRDI QIDQ1711583

Xin Wang, Vivekananda Roy

Publication date: 18 January 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01846

zbMATH Keywords

Markov chainsgeometric ergodicityposterior proprietydata augmentationdrift conditionGLMMHaar PX-DA algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Discrete-time Markov processes on general state spaces (60J05)

Related Items

Convergence rates of two-component MCMC samplers ⋮ Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers

Uses Software

• BayesLogit

Cites Work

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