scholarly journals Block Gibbs samplers for logistic mixed models: Convergence properties and a comparison with full Gibbs samplers

2021 ◽  
Vol 15 (2) ◽  
Author(s):  
Yalin Rao ◽  
Vivekananda Roy
Keyword(s):  
Mixed Models ◽  
Convergence Properties ◽  
Gibbs Samplers

scholarly journals Convergence analysis of block Gibbs samplers for Bayesian linear mixed models with $p>N$

Bernoulli ◽  
2017 ◽  
Vol 23 (1) ◽  
pp. 459-478 ◽  
Author(s):  
Tavis Abrahamsen ◽  
James P. Hobert
Keyword(s):  
Convergence Analysis ◽  
Mixed Models ◽  
Linear Mixed Models ◽  
Gibbs Samplers

scholarly journals Surprising Convergence Properties of Some Simple Gibbs Samplers under Various Scans

2015 ◽  
Vol 5 (1) ◽  
pp. 51 ◽  
Author(s):  
Gareth O. Roberts ◽  
Jeffrey S. Rosenthal
Keyword(s):  
Gibbs Sampler ◽  
Convergence Properties ◽  
Gibbs Samplers

We examine the convergence properties of some simple Gibbs sampler examples under various scans. We find some surprising results, including Gibbs samplers where deterministic-scan is much more efficient than random-scan, and other samplers where the opposite is true.  We also present an example where the convergence takes precisely the same time with any fixed deterministic scan, but modifying the scan in any way leads to significantly slower convergence.

Convergence properties of hit-and-run samplers

1998 ◽  
Vol 14 (4) ◽  
pp. 767-800
Author(s):  
Claude Bélisle ◽  
Arnon Boneh ◽  
Richard J. Caron
Keyword(s):  
Convergence Properties ◽  
Hit And Run
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