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

Computation 2021-12-17 v1 Probability

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.

Keywords

Cite

@article{arxiv.2112.08641,
  title  = {On Gibbs Sampling for Structured Bayesian Models Discussion of paper by Zanella and Roberts},
  author = {Xiaodong Yang and Jun S. Liu},
  journal= {arXiv preprint arXiv:2112.08641},
  year   = {2021}
}

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18 pages