Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models

DOI10.1214/17-EJS1351zbMath1374.60127arXiv1609.04057OpenAlexW2964302184MaRDI QIDQ2412265

Dootika Vats

Publication date: 23 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.04057

zbMATH Keywords

Markov chainsgeometric ergodicitystarting valuesBayesian lassos

Mathematics Subject Classification ID

Bayesian inference (62F15) Discrete-time Markov processes on general state spaces (60J05)

Related Items (4)

Assessing and Visualizing Simultaneous Simulation Error ⋮ Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors ⋮ Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions ⋮ Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression

This page was built for publication: Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models