2 papers
stat.CO2024
Multivariate strong invariance principle and uncertainty assessment for time in-homogeneous cyclic MCMC samplers
Haoxiang Li, Qian Qin
Time in-homogeneous cyclic Markov chain Monte Carlo (MCMC) samplers, including deterministic scan Gibbs samplers and Metropolis within Gibbs samplers, are extensively used for samp…
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…