Galin L. Jones

  1. Radon-Nikodym extensions of Eaton's method.

    Authors: Galin L. Jones, Brian P. Shea
    Subjects: Statistics
    Abstract

    We consider admissibility in a formal Bayes setting. This includes the
    frequentist concern of evaluating a decision rule and the Bayesian concern of
    evaluating a prior. We generalize Eaton's method, which exploits a connection
    between admissibility and a Markov chain defined by the sampling distribution
    and posterior. This generalization leads us to introduce the idea of
    $\varPhi$-admissibility, itself a generalization of strong admissibility. To
    illustrate the method, we establish $\varPhi$-admissibility conditions for a
    family of priors on multivariate normal means.

  2. Gibbs Sampling for a Bayesian Hierarchical General Linear Model.

    Authors: Galin L. Jones, Alicia A. Johnson
    Subjects: Computation
    Abstract

    We consider a Bayesian hierarchical version of the normal theory general
    linear model which is practically relevant in the sense that it is general
    enough to have many applications and it is not straightforward to sample
    directly from the corresponding posterior distribution. Thus we study a block
    Gibbs sampler that has the posterior as its invariant distribution. We
    establish that the Gibbs sampler converges at a geometric rate. This allows us
    to establish conditions for a central limit theorem for the ergodic averages
    used to estimate features of the posterior.

  3. Batch Means and Spectral Variance Estimators in Markov Chain Monte Carlo.

    Authors: James M. Flegal, Galin L. Jones
    Subjects: Statistics
    Abstract

    Calculating a Monte Carlo standard error (MCSE) is an important step in the
    statistical analysis of the simulation output obtained from a Markov chain
    Monte Carlo experiment. For example, it can be used to provide a rigorous
    method for terminating the simulation. An MCSE is usually based on an estimate
    of the variance of the asymptotic normal distribution. We consider spectral and
    batch means methods for estimating this variance. In particular, we establish
    conditions which guarantee that these estimators are strongly consistent as the

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