Analysis of convergence rates of some Gibbs samplers on continuous state spaces

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:123

Article

Smith, Aaron¹ 

[1] Stanford Univ, Dept Math, Stanford, CA 94305 USA

关键词: Gibbs sampler;    Markov chain;    Mixing time;    Coupling;   

DOI  :  10.1016/j.spa.2013.05.003

来源: Elsevier

【 摘 要 】

We use a non-Markovian coupling and small modifications of techniques from the theory of finite Markov chains to analyze some Markov chains on continuous state spaces. The first is a generalization of a sampler introduced by Randall and Winkler, and the second a Gibbs sampler on narrow contingency tables. (C) 2013 Elsevier B.V. All rights reserved.

【 授权许可】

Free