Title of article :
Analysis of convergence rates of some Gibbs samplers on continuous state spaces
Author/Authors :
Smith، نويسنده , , Aaron، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
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.
Keywords :
Gibbs sampler , Markov chain , Mixing time , Coupling
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications