Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
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Publication:2313288
DOI10.1214/18-AOS1749zbMath1467.60053arXiv1712.08867MaRDI QIDQ2313288
Publication date: 18 July 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.08867
Markov chain Monte Carlo; geometric ergodicity; drift condition; minorization condition; high dimensional inference; large \(p\)-small \(n\)