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

DOI10.1016/J.JMVA.2015.06.002MaRDI QIDQ495387zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergenceGibbs samplingMarkov chain Monte Carlo methodgeometric ergodicityone-way random effects

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(9)

• Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure
• 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

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• mcmcse

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