Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in generalized linear mixed models

DOI10.1023/A:1013779208892zbMath0993.65008OpenAlexW1502638826MaRDI QIDQ5959768

Jesper Møller, Ole F. Christensen, Rasmus Waagepetersen

Publication date: 11 April 2002

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013779208892

zbMATH Keywords

geometric ergodicity asymptotic variances conditional simulation generalized linear mixed model (GLMM)Langevin-Hastings algorithm random walk Metropolis algorithm

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (6)

Information-geometric Markov chain Monte Carlo methods using diffusions ⋮ Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs ⋮ Markov chain Monte Carlo: can we trust the third significant figure? ⋮ A non-stationary spatial generalized linear mixed model approach for studying plant diversity ⋮ Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition ⋮ Bayesian Prediction of Spatial Count Data Using Generalized Linear Mixed Models

This page was built for publication: Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in generalized linear mixed models