Analysis of Polya-Gamma Gibbs sampler for Bayesian logistic analysis of variance
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Publication:510212
DOI10.1214/17-EJS1227zbMath1356.60117MaRDI QIDQ510212
Hee Min Choi, Jorge Carlos Román
Publication date: 17 February 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1486458017
trace-class operator; Monte Carlo methods; Markov chain; Markov operator; data augmentation algorithm; geometric convergence rate; Polya-Gamma distribution
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60J27: Continuous-time Markov processes on discrete state spaces
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