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arXiv · 2109.02849

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

Swarnadip Ghosh·Chenyang Zhong
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Abstract

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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Swarnadip Ghosh, Chenyang Zhong. 2021-10-21. Convergence rate of a collapsed Gibbs sampler for crossed random effects models. https://arxiv.org/abs/2109.02849

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