Approximating the spectral gap of the Pólya-Gamma Gibbs sampler

DOI10.1007/s11009-024-10104-yMaRDI QIDQ6620480

Bryant Davis, James P. Hobert

Publication date: 16 October 2024

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

trace-class operatorMarkov chain Monte Carlocompact operatorMarkov operatorgeometric ergodicityuniform ergodicityBayesian logistic regression

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

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