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Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
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Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression

Qian Qin
J. Hobert
ArXiv (abs)PDFHTML

Papers citing "Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression"

19 / 19 papers shown
Title
Mixing times of data-augmentation Gibbs samplers for high-dimensional probit regression
Mixing times of data-augmentation Gibbs samplers for high-dimensional probit regression
Filippo Ascolani
Giacomo Zanella
119
0
0
20 May 2025
Entropy contraction of the Gibbs sampler under log-concavity
Entropy contraction of the Gibbs sampler under log-concavity
Filippo Ascolani
Hugo Lavenant
Giacomo Zanella
103
8
0
01 Oct 2024
Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models
Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models
Filippo Ascolani
Gareth O. Roberts
Giacomo Zanella
78
6
0
14 Mar 2024
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
Austin R. Brown
Galin L. Jones
70
3
0
12 Dec 2022
Bayesian conjugacy in probit, tobit, multinomial probit and extensions: A review and new results
Bayesian conjugacy in probit, tobit, multinomial probit and extensions: A review and new results
Niccolò Anceschi
A. Fasano
Daniele Durante
Giacomo Zanella
67
18
0
16 Jun 2022
Scalable Spike-and-Slab
Scalable Spike-and-Slab
N. Biswas
Lester W. Mackey
Xiao-Li Meng
GP
94
12
0
04 Apr 2022
Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances
Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances
Austin R. Brown
Galin L. Jones
61
7
0
19 Nov 2021
Dimension-free Mixing for High-dimensional Bayesian Variable Selection
Dimension-free Mixing for High-dimensional Bayesian Variable Selection
Quan Zhou
Jun Yang
Dootika Vats
Gareth O. Roberts
Jeffrey S. Rosenthal
59
26
0
12 May 2021
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors
N. Biswas
A. Bhattacharya
Pierre E. Jacob
J. Johndrow
75
14
0
09 Dec 2020
No Free Lunch for Approximate MCMC
No Free Lunch for Approximate MCMC
J. Johndrow
Natesh S. Pillai
Aaron Smith
104
18
0
23 Oct 2020
On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
Bryant Davis
J. Hobert
41
3
0
29 Apr 2020
On the limitations of single-step drift and minorization in Markov chain convergence analysis
On the limitations of single-step drift and minorization in Markov chain convergence analysis
Qian Qin
J. Hobert
51
32
0
21 Mar 2020
Central limit theorems for Markov chains based on their convergence rates in Wasserstein distance
Central limit theorems for Markov chains based on their convergence rates in Wasserstein distance
Rui Jin
Aixin Tan
66
6
0
21 Feb 2020
Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models
Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models
A. Fasano
Daniele Durante
Giacomo Zanella
69
31
0
15 Nov 2019
Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions
Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions
Karl Oskar Ekvall
Galin L. Jones
48
18
0
06 Jul 2019
Fast Markov chain Monte Carlo for high dimensional Bayesian regression models with shrinkage priors
Fast Markov chain Monte Carlo for high dimensional Bayesian regression models with shrinkage priors
Rui Jin
Aixin Tan
58
8
0
16 Mar 2019
Gibbs posterior convergence and the thermodynamic formalism
Gibbs posterior convergence and the thermodynamic formalism
K. Mcgoff
S. Mukherjee
A. Nobel
76
10
0
24 Jan 2019
Wasserstein-based methods for convergence complexity analysis of MCMC with applications
Wasserstein-based methods for convergence complexity analysis of MCMC with applications
Qian Qin
J. Hobert
35
7
0
20 Oct 2018
Complexity Results for MCMC derived from Quantitative Bounds
Complexity Results for MCMC derived from Quantitative Bounds
Jun Yang
Jeffrey S. Rosenthal
84
24
0
02 Aug 2017