Convergence analysis of block Gibbs samplers for Bayesian linear mixed models with \(p>N\)

DOI10.3150/15-BEJ749zbMath1368.62061arXiv1502.05460OpenAlexW2101142126MaRDI QIDQ502882

James P. Hobert, Tavis Abrahamsen

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.05460

zbMATH Keywords

convergence rategeometric ergodicityimproper priorconditionally conjugate prior

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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