Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non-Gaussian Errors

Mathematics

• MCMC Algorithm 92%
• Data Augmentation 86%
• Linear regression 63%
• Convergence Analysis 59%
• Shape Parameter 34%
• Markov chain 26%
• Geometric Ergodicity 22%
• Scale Mixture 20%
• Robust Regression 20%
• Inverse Gaussian 20%
• Markov Chain Monte Carlo Algorithms 19%
• Multivariate Normal 17%
• Generalized Inverse 17%
• Weibull 16%
• Regression Model 13%
• Denote 9%
• Subset 8%
• Family 7%

Business & Economics

• Data Augmentation 100%
• Markov Chain Monte Carlo 77%
• Linear Regression 66%
• Markov Chain 35%
• Ergodicity 23%
• Robust Regression 22%
• Regression Model 13%