Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions

6 July 2019

Papers citing "Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions"

6 / 6 papers shown

Title
Entropy-Guided Sampling of Flat Modes in Discrete Spaces Pinaki Mohanty Riddhiman Bhattacharya Ruqi Zhang 197 0 0 05 May 2025
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 24 3 0 12 Dec 2022
Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression Austin R. Brown 16 0 0 17 Sep 2022
Bayesian Estimation Approach for Linear Regression Models with Linear Inequality Restrictions Solmaz Seifollahi K. Kamary Hossein Bevrani 23 1 0 06 Dec 2021
On the limitations of single-step drift and minorization in Markov chain convergence analysis Qian Qin J. Hobert 20 29 0 21 Mar 2020
Assessing and Visualizing Simultaneous Simulation Error Nathan Robertson James M. Flegal Dootika Vats Galin L. Jones 12 15 0 26 Apr 2019