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On Gibbs Sampling for Structured Bayesian Models Discussion of paper by Zanella and Roberts

2021/12/16 by Xiaodong Yang, Jun S. Liu, Yang, Xiaodong +1
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Statistical Methods and Bayesian Inference #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.2112.08641

Abstract

This article is a discussion of Zanella and Roberts' paper: Multilevel linear models, gibbs samplers and multigrid decompositions. We consider several extensions in which the multigrid decomposition would bring us interesting insights, including vector hierarchical models, linear mixed effects models and partial centering parametrizations.

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