Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models

DOI10.1016/j.jmva.2015.06.002zbMath1339.60101OpenAlexW636647991MaRDI QIDQ495387

Alicia A. Johnson, Galin L. Jones

Publication date: 10 September 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.06.002

zbMATH Keywords

convergenceMarkov chain Monte Carlo methodGibbs samplinggeometric ergodicityone-way random effects

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (6)

Convergence rates of two-component MCMC samplers ⋮ Assessing and Visualizing Simultaneous Simulation Error ⋮ Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure ⋮ Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects ⋮ Multivariate initial sequence estimators in Markov chain Monte Carlo ⋮ Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions

Uses Software

• mcmcse

Cites Work

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