Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression

Geometric Ergodicity of Gibbs and Block

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

✍ James P. Hobert; Charles J. Geyer 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 297 KB

We consider fixed scan Gibbs and block Gibbs samplers for a Bayesian hierarchical random effects model with proper conjugate priors. A drift condition given in Meyn and Tweedie (1993, Chapter 15) is used to show that these Markov chains are geometrically ergodic. Showing that a Gibbs sampler is geom