Estimating the spectral gap of a trace-class Markov operator
From MaRDI portal
Publication:2002572
DOI10.1214/19-EJS1563zbMath1466.60139arXiv1704.00850WikidataQ127743271 ScholiaQ127743271MaRDI QIDQ2002572
James P. Hobert, Kshitij Khare, Qian Qin
Publication date: 12 July 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.00850
Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Bayesian inference (62F15) Discrete-time Markov processes on general state spaces (60J05)
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Convergence properties of data augmentation algorithms for high-dimensional robit regression, Trace class Markov chains for the normal-gamma Bayesian shrinkage model, On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models, Consistent estimation of the spectrum of trace class data augmentation algorithms
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