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- Roy, Vivekananda; Hobert, James P.
- Journal of the Royal Statistical Society 2007 v.69 no.4 pp. 607-623
- normal distribution, etc ; Markov chain; algorithms; variance; Show all 4 Subjects
- ... Consider a probit regression problem in which Y₁, [ellipsis (horizontal)], Yn are independent Bernoulli random variables such that [graphic removed] where xi is a p-dimensional vector of known covariates that are associated with Yi, β is a p-dimensional vector of unknown regression coefficients and Φ(·) denotes the standard normal distribution function. We study Markov chain Monte Carlo algorithms ...