Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors
نویسندگان
چکیده
منابع مشابه
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We consider a Gibbs sampler applied to the uniform distribution on a bounded region R R d. We show that the convergence properties of the Gibbs sampler depend greatly on the smoothness of the boundary of R. Indeed, for suuciently smooth boundaries the sampler is uniformly ergodic, while for jagged boundaries the sampler could fail to even be geometrically ergodic.
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2017
ISSN: 1935-7524
DOI: 10.1214/16-ejs1219