Geometric ergodicity of Gibbs samplers for the Horseshoe and its regularized variants

Electronic Journal of Statistics ◽

10.1214/21-ejs1932 ◽

2022 ◽

Vol 16 (1) ◽

Author(s):

Suman Bhattacharya ◽

Kshitij Khare ◽

Subhadip Pal

Keyword(s):

Geometric Ergodicity ◽

Download Full-text

Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models

Electronic Journal of Statistics ◽

10.1214/17-ejs1351 ◽

2017 ◽

Vol 11 (2) ◽

pp. 4033-4064 ◽

Author(s):

Dootika Vats

Keyword(s):

Regression Models ◽

Penalized Regression ◽

Geometric Ergodicity ◽

Download Full-text

Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model

Journal of Multivariate Analysis ◽

10.1006/jmva.1998.1778 ◽

1998 ◽

Vol 67 (2) ◽

pp. 414-430 ◽

Author(s):

James P. Hobert ◽

Charles J. Geyer

Keyword(s):

Random Effects ◽

Geometric Ergodicity ◽

Random Effects Model ◽

Download Full-text

Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2013.823209 ◽

2015 ◽

Vol 44 (15) ◽

pp. 3125-3145 ◽

Author(s):

Alicia A. Johnson ◽

Owen Burbank

Keyword(s):

Geometric Ergodicity ◽

Gibbs Samplers ◽

Two Component ◽

Scanning Strategies

Download Full-text

On the Geometric Ergodicity of Two-Variable Gibbs Samplers

Advances in Modern Statistical Theory and Applications: A Festschrift in honor of Morris L. Eaton - Institute of Mathematical Statistics Collections ◽

10.1214/12-imscoll1002 ◽

2013 ◽

pp. 25-42 ◽

Author(s):

Aixin Tan ◽

Galin L. Jones ◽

James P. Hobert

Keyword(s):

Geometric Ergodicity ◽

Download Full-text

Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors

Linear Algebra and its Applications ◽

10.1016/j.laa.2013.12.013 ◽

2015 ◽

Vol 473 ◽

pp. 54-77 ◽

Author(s):

Jorge Carlos Román ◽

James P. Hobert

Keyword(s):

Mixed Models ◽

Linear Mixed Models ◽

General Linear ◽

Geometric Ergodicity ◽

Gibbs Samplers ◽

Download Full-text

Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2015.06.002 ◽

2015 ◽

Vol 140 ◽

pp. 325-342 ◽

Author(s):

Alicia A. Johnson ◽

Galin L. Jones

Keyword(s):

Random Effects ◽

Geometric Ergodicity ◽

Random Effects Models ◽

Download Full-text

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

Bernoulli ◽

10.3150/15-bej785 ◽

2018 ◽

Vol 24 (2) ◽

pp. 842-872 ◽

Author(s):

Christophe Andrieu ◽

Anthony Lee ◽

Matti Vihola

Keyword(s):

Geometric Ergodicity ◽

Gibbs Samplers ◽

Uniform Ergodicity

Download Full-text

Applications of random walks on graphs to gibbs samplers

Communication in Statistics- Theory and Methods ◽

10.1080/03610929808828949 ◽

1998 ◽

Vol 14 (4) ◽

pp. 801-807

Author(s):

Hao Zhang

Keyword(s):

Random Walks ◽

Gibbs Samplers ◽

Random Walks On Graphs

Download Full-text

Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2020.10.005 ◽

2021 ◽

Vol 181 ◽

pp. 351-363

Author(s):

Denis Belomestny ◽

Leonid Iosipoi

Keyword(s):

Fourier Transform ◽

Geometric Ergodicity ◽

Heavy Tailed Distributions ◽

Download Full-text

Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2012.05.004 ◽

2012 ◽

Vol 112 ◽

pp. 108-116 ◽

Author(s):

Kshitij Khare ◽

James P. Hobert

Keyword(s):

Quantile Regression ◽

Gibbs Sampler ◽

Geometric Ergodicity ◽

Bayesian Quantile Regression

Download Full-text