Analysis of the Polya-Gamma block Gibbs sampler for Bayesian logistic linear mixed models

作者：Wang Xin^*; Roy Vivekananda

来源：Statistics & Probability Letters, 2018, 137: 251-256.

DOI：10.1016/j.spl.2018.02.003

• Data augmentation
• Markov chain
• Logit link
• Polya-Gamma distribution
• Uniform ergodicity

In this article, we construct a two-block Gibbs sampler using Poison et al.'s (2013) data augmentation technique for Bayesian logistic linear mixed models under proper priors. Furthermore, we prove the uniform ergodicity of this Gibbs sampler.

• 出版日期2018-6