Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors (Q464471)

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scientific article; zbMATH DE number 6361960
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Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
scientific article; zbMATH DE number 6361960

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    Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors (English)
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    27 October 2014
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    Bessel function
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    data augmentation algorithm
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    geometric convergence rate
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    Markov operator
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    sandwich algorithm
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    trace-class operator
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