Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors
From MaRDI portal
Publication:1711583
DOI10.1214/18-EJS1506zbMath1405.60110arXiv1706.01846OpenAlexW2889874374WikidataQ128736108 ScholiaQ128736108MaRDI QIDQ1711583
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
Markov chainsgeometric ergodicityposterior proprietydata augmentationdrift conditionGLMMHaar PX-DA algorithm
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
Cites Work
- Unnamed Item
- Unnamed Item
- The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic
- Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors
- A new proof of convergence of MCMC via the ergodic theorem
- Spectral analytic comparisons for data augmentation
- Markov chains and stochastic stability
- Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors
- Geometric ergodicity and hybrid Markov chains
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior
- Efficient estimation of the link function parameter in a robust Bayesian binary regression model
- Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
- Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
- Gibbs sampling for a Bayesian hierarchical general linear model
- Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- Bayesian variable selection for probit mixed models applied to gene selection
- Markov Chains and De-initializing Processes
- Seeking efficient data augmentation schemes via conditional and marginal augmentation
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Propriety of posterior distribution for dichotomous quantal response models
- Parameter Expansion for Data Augmentation
- Approximate Inference in Generalized Linear Mixed Models
- Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables