Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
From MaRDI portal
Publication:5088189
DOI10.1111/j.1467-9868.2007.00602.xOpenAlexW2072175509WikidataQ60521598 ScholiaQ60521598MaRDI QIDQ5088189
Vivekananda Roy, James P. Hobert
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00602.x
central limit theoremasymptotic variancegeometric ergodicitydata augmentation algorithmregenerationreversible Markov chainminorization conditionPX-DA algorithm
Related Items (22)
Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior ⋮ Posterior propriety for Bayesian binomial regression models with a parametric family of link functions ⋮ Efficient estimation of the link function parameter in a robust Bayesian binary regression model ⋮ Maximum likelihood inference for the Cox regression model with applications to missing covariates ⋮ Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models ⋮ Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators ⋮ An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes ⋮ Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs ⋮ MCMC diagnostics for higher dimensions using Kullback Leibler divergence ⋮ Convergence properties of data augmentation algorithms for high-dimensional robit regression ⋮ Existence of MLE and posteriors for a recognition-memory model ⋮ Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors ⋮ A clipped latent variable model for spatially correlated ordered categorical data ⋮ Spectral analytic comparisons for data augmentation ⋮ Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models ⋮ On the existence of posterior mean for Bayesian logistic regression ⋮ Estimating the spectral gap of a trace-class Markov operator ⋮ Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression ⋮ Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers ⋮ Assessing covariate effects using Jeffreys-type prior in the Cox model in the presence of a monotone partial likelihood ⋮ MCMC for Imbalanced Categorical Data ⋮ Wasserstein-based methods for convergence complexity analysis of MCMC with applications
This page was built for publication: Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
