Analysis of Polya-Gamma Gibbs sampler for Bayesian logistic analysis of variance

DOI10.1214/17-EJS1227zbMath1356.60117MaRDI QIDQ510212

Hee Min Choi, Jorge Carlos Román

Publication date: 17 February 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1486458017

zbMATH Keywords

trace-class operatorMonte Carlo methodsMarkov chainMarkov operatordata augmentation algorithmgeometric convergence ratePolya-Gamma distribution

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (4)

Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior ⋮ Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models ⋮ Estimating the spectral gap of a trace-class Markov operator ⋮ Consistent estimation of the spectrum of trace class data augmentation algorithms

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