Analysis of Polya-Gamma Gibbs sampler for Bayesian logistic analysis of variance

作者：Choi Hee Min^*; Roman Jorge Carlos

来源：Electronic Journal of Statistics, 2017, 11(1): 326-337.

DOI：10.1214/17-EJS1227

• Polya-Gamma distribution
• data augmentation algorithm
• geometric convergence rate
• Markov chain
• Markov operator
• Monte Carlo
• trace-class operator

We consider the intractable posterior density that results when the one-way logistic analysis of variance model is combined with a flat prior. We analyze Polson, Scott and Windle's (2013) data augmentation (DA) algorithm for exploring the posterior. The Markov operator associated with the DA algorithm is shown to be trace-class.

• 出版日期2017