Gibbs sampling for a Bayesian hierarchical general linear model

DOI10.1214/09-EJS515zbMath1329.62336arXiv0712.3056OpenAlexW1972437640MaRDI QIDQ1952054

Galin L. Jones, Alicia A. Johnson

Publication date: 27 May 2013

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

Full work available at URL: https://arxiv.org/abs/0712.3056

zbMATH Keywords

Monte CarloMarkov chainconvergence rateGibbs samplergeometric ergodicitydrift conditiongeneral linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Uses Software

• WinBUGS
• BayesDA

Cites Work

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