In this short note, we consider posterior simulation for a linear regression model when the error distribution is given by a scale mixture of multivariate normals. We show that the sampler of Backlund and Hobert (2020) for the case of the conditionally conjugate normal-inverse Wishart prior is geometrically ergodic even when the error density is heavier-tailed.

翻译：在这篇简短说明中，我们考虑当误差分布由多元正态分布的尺度混合给出时，线性回归模型的后验模拟。我们证明，即使在误差密度具有更重尾部的情况下，Backlund 和 Hobert (2020) 针对条件共轭正态-逆Wishart先验情形提出的采样器仍具有几何遍历性。