Title of article
On the Geometrical Convergence of Gibbs Sampler inRd
Author/Authors
Hwang، نويسنده , , Chii-Ruey and Sheu، نويسنده , , Shuenn-Jyi، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1998
Pages
16
From page
22
To page
37
Abstract
The geometrical convergence of the Gibbs sampler for simulating a probability distribution inRdis proved. The distribution has a density which is a bounded perturbation of a log-concave function and satisfies some growth conditions. The analysis is based on a representation of the Gibbs sampler and some powerful results from the theory of Harris recurrent Markov chains.
Keywords
geometrical convergence , nonlinear autoregression , stochastic relaxation , Metropolis algorithm , Monte Carlo Markov chain , Gibbs sampler , Harris recurrence , Markov chain
Journal title
Journal of Multivariate Analysis
Serial Year
1998
Journal title
Journal of Multivariate Analysis
Record number
1557511
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