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math.ST2023★ 2 cited
Explicit Constraints on the Geometric Rate of Convergence of Random Walk Metropolis-Hastings
Riddhiman Bhattacharya, Galin L. Jones
Convergence rate analyses of random walk Metropolis-Hastings Markov chains on general state spaces have largely focused on establishing sufficient conditions for geometric ergodici…
math.ST2023
Convergence Analysis of Data Augmentation Algorithms for Bayesian Robust Multivariate Linear Regression with Incomplete Data
Haoxiang Li, Qian Qin, Galin L. Jones
Gaussian mixtures are commonly used for modeling heavy-tailed error distributions in robust linear regression. Combining the likelihood of a multivariate robust linear regression m…