Geometric ergodicity of the Gibbs sampler for the Poisson change-point model
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DOI: 10.1016/j.spl.2014.04.008
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- Bradley P. Carlin & Alan E. Gelfand & Adrian F. M. Smith, 1992. "Hierarchical Bayesian Analysis of Changepoint Problems," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 389-405, June.
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Keywords
Gibbs sampler; Geometric ergodicity; Trace-class; Poisson change-point model; Markov chain Monte Carlo;All these keywords.
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