Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
type: Item
instance of: scholarly article
title: Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
zbMATH Open document ID: 1300.47111
author: Yeun Ji Jung
author: James P. Hobert
published in: Statistics \& Probability Letters
publication date: 2014-10-27T00:00:00Z
Mathematics Subject Classification ID: 47N40
Mathematics Subject Classification ID: 47N30
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 6361960
zbMATH Keywords: Bessel function
zbMATH Keywords: data augmentation algorithm
zbMATH Keywords: geometric convergence rate
zbMATH Keywords: Markov operator
zbMATH Keywords: sandwich algorithm
zbMATH Keywords: trace-class operator
MaRDI profile type: Publication
full work available at URL: j.spl.2014.07.034
OpenAlex ID: W2128589527
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DOI: 10.1016/J.SPL.2014.07.034
description: scientific article; zbMATH DE number 6361960