Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors (Q4685441)
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scientific article; zbMATH DE number 6948952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors |
scientific article; zbMATH DE number 6948952 |
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Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors (English)
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8 October 2018
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data augmentation algorithm
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drift condition
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geometric ergodicity
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Haar PX-DA algorithm
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heavy-tailed distribution
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minorization condition
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scale mixture
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