Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models

DOI10.1016/j.jmva.2015.06.002zbMath1339.60101MaRDI QIDQ495387

Alicia A. Johnson, Galin L. Jones

Publication date: 10 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.06.002

zbMATH Keywords

convergence; Markov chain Monte Carlo method; Gibbs sampling; geometric ergodicity; one-way random effects

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62F15: Bayesian inference

65C05: Monte Carlo methods

60J05: Discrete-time Markov processes on general state spaces

65C40: Numerical analysis or methods applied to Markov chains

Uses Software

• mcmcse