Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors
نویسندگان
چکیده
منابع مشابه
Convergence Analysis of the Gibbs Sampler for Bayesian General Linear Mixed Models with Improper Priors by Jorge
Bayesian analysis of data from the general linear mixed model is challenging because any nontrivial prior leads to an intractable posterior density. However, if a conditionally conjugate prior density is adopted, then there is a simple Gibbs sampler that can be employed to explore the posterior density. A popular default among the conditionally conjugate priors is an improper prior that takes a...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2012
ISSN: 0090-5364
DOI: 10.1214/12-aos1052