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Convergence rate of a collapsed Gibbs sampler for crossed random effects models

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 نشر من قبل Swarnadip Ghosh
 تاريخ النشر 2021
  مجال البحث الاحصاء الرياضي
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In this paper, we analyze the convergence rate of a collapsed Gibbs sampler for crossed random effects models. Our results apply to a substantially larger range of models than previous works, including models that incorporate missingness mechanism and unbalanced level data. The theoretical tools involved in our analysis include a connection between relaxation time and autoregression matrix, concentration inequalities, and random matrix theory.



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