Oracle posterior contraction rates under hierarchical priors
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DOI: 10.1214/21-ejs1811
Abstract: We offer a general Bayes theoretic framework to derive posterior contraction rates under a hierarchical prior design: the first-step prior serves to assess the model selection uncertainty, and the second-step prior quantifies the prior belief… read more here.
Keywords: contraction rates; rates hierarchical; step; posterior contraction ... See more keywords
Convergence rates for a hierarchical Gibbs sampler
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DOI: 10.3150/15-bej758
Abstract: We establish results for the rate of convergence in total variation of a particular Gibbs sampler to its equilibrium distribution. This sampler is for a Bayesian inference model for a gamma random variable, whose only… read more here.
Keywords: sampler; gibbs sampler; convergence rates; rates hierarchical ... See more keywords