A note on the convergence rate of MCMC for robust Bayesian multivariate linear regression with proper priors.
Grant BacklundJames P. HobertPublished in: Comput. Math. Methods (2020)
Keyphrases
- convergence rate
- step size
- learning rate
- multivariate linear regression
- convergence speed
- global convergence
- posterior distribution
- posterior probability
- bayesian inference
- markov chain monte carlo
- bayesian networks
- markov chain
- metropolis hastings algorithm
- numerical stability
- prior distribution
- multi objective
- probability distribution
- generative model
- mutation operator
- reinforcement learning
- wavelet neural network
- computationally efficient
- maximum likelihood