Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
DOI10.1016/J.JMVA.2015.06.002zbMATH Open1339.60101OpenAlexW636647991MaRDI QIDQ495387FDOQ495387
Authors: 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
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Cited In (9)
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
- Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
- Convergence rates of two-component MCMC samplers
- Analyzing Markov chain Monte Carlo output
- Multivariate initial sequence estimators in Markov chain Monte Carlo
- Assessing and Visualizing Simultaneous Simulation Error
- Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects
- Density regression and uncertainty quantification with Bayesian deep noise neural networks
- Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure
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