Analysis of the Pólya-Gamma block Gibbs sampler for Bayesian logistic linear mixed models

Xin Wang and Vivekananda Roy

Statistics & Probability Letters, 2018, vol. 137, issue C, 251-256

Abstract: In this article, we construct a two-block Gibbs sampler using Polson et al.’s (2013) data augmentation technique for Bayesian logistic linear mixed models under proper priors. Furthermore, we prove the uniform ergodicity of this Gibbs sampler.

Keywords: Data augmentation; Markov chain; Logit link; Pólya-Gamma distribution; Uniform ergodicity (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.02.003

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