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

24 December 2017

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

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Title
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 Filippo Ascolani Hugo Lavenant Giacomo Zanella 103 8 0 01 Oct 2024
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 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 Niccolò Anceschi A. Fasano Daniele Durante Giacomo Zanella 67 18 0 16 Jun 2022
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 Austin R. Brown Galin L. Jones 66 7 0 19 Nov 2021
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 N. Biswas A. Bhattacharya Pierre E. Jacob J. Johndrow 78 14 0 09 Dec 2020
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 Bryant Davis J. Hobert 46 3 0 29 Apr 2020
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 Rui Jin Aixin Tan 66 6 0 21 Feb 2020
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 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 Rui Jin Aixin Tan 58 8 0 16 Mar 2019
Gibbs posterior convergence and the thermodynamic formalism K. Mcgoff S. Mukherjee A. Nobel 79 10 0 24 Jan 2019
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 Jun Yang Jeffrey S. Rosenthal 84 24 0 02 Aug 2017