A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants

DOI10.1214/11-AOS916zbMath1259.60081arXiv1202.5205OpenAlexW2060085858MaRDI QIDQ661172

Kshitij Khare, James P. Hobert

Publication date: 21 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5205

zbMATH Keywords

Markov chainseigenvaluesMonte Carlo methodcompact operatorconvergence rateMarkov operatorgroup actionpositive operatoroperator norm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

Sandwich algorithms for Bayesian variable selection, Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors, Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors, Efficient Bayesian estimation of the multivariate double chain Markov model, Convergence properties of data augmentation algorithms for high-dimensional robit regression, Convergence rates for MCMC algorithms for a robust Bayesian binary regression model, Trace class Markov chains for the normal-gamma Bayesian shrinkage model, Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression, Discussion, Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors, Spectral analytic comparisons for data augmentation, Geometric ergodicity of the Gibbs sampler for the Poisson change-point model, Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors, Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects, Estimating the spectral gap of a trace-class Markov operator, Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors, A comparison theorem for data augmentation algorithms with applications, Improving efficiency of data augmentation algorithms using Peskun's theorem, Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors, Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods, A hybrid scan Gibbs sampler for Bayesian models with latent variables, Consistent estimation of the spectrum of trace class data augmentation algorithms, Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors, Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC

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