Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors
@article{Qin2018TraceclassMC, title={Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors}, author={Qian Qin and James P. Hobert}, journal={J. Multivar. Anal.}, year={2018}, volume={166}, pages={335-345} }
5 Citations
Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors
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When Gaussian errors are inappropriate in a multivariate linear regression setting, it is often assumed that the errors are iid from a distribution that is a scale mixture of multivariate normals.…
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The utility of a Markov chain Monte Carlo algorithm is, in large part, determined by the size of the spectral gap of the corresponding Markov operator. However, calculating (and even approximating)…
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