Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression

DOI10.1016/j.jmva.2012.05.004zbMath1273.60095OpenAlexW1972821009MaRDI QIDQ450861

Kshitij Khare, James P. Hobert

Publication date: 26 September 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.004

zbMATH Keywords

Monte CarloMarkov chainconvergence rategeometric drift condition

Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

A Bayesian Approach to Envelope Quantile Regression, Bayesian joint-quantile regression, Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors, Bayesian Approaches to Shrinkage and Sparse Estimation, Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood, A Bayesian Approach to Multiple-Output Quantile Regression, Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances, Model selection in quantile regression models, Geometric ergodicity for Bayesian shrinkage models, Bayesian analysis for zero-or-one inflated proportion data using quantile regression, Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains

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