Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors

DOI10.1214/16-EJS1219zbMath1366.60093arXiv1602.08558OpenAlexW2289554388MaRDI QIDQ510201

Saptarshi Chakraborty, Kshitij Khare

Publication date: 17 February 2017

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

Full work available at URL: https://arxiv.org/abs/1602.08558

zbMATH Keywords

Markov chain Monte Carlotrace classgeometric ergodicitydata augmentationbinary regressionBayesian probit modelproper normal priorsandwich algorithms

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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