Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models
نویسندگان
چکیده
منابع مشابه
Geometric Ergodicity of Gibbs Samplers
Due to a demand for reliable methods for exploring intractable probability distributions, the popularity of Markov chain Monte Carlo (MCMC) techniques continues to grow. In any MCMC analysis, the convergence rate of the associated Markov chain is of practical and theoretical importance. A geometrically ergodic chain converges to its target distribution at a geometric rate. In this dissertation,...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2017
ISSN: 1935-7524
DOI: 10.1214/17-ejs1351