Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.

DOI10.1214/009053604000000184zbMath1048.62069arXivmath/0406454OpenAlexW3099871107MaRDI QIDQ1879955

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406454

zbMATH Keywords

burn-in convergence rate geometric ergodicity drift condition total variation distance minorization condition block Gibbs sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Analysis of variance and covariance (ANOVA) (62J10)

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