Convergence properties of the Gibbs sampler for perturbations of Gaussians

DOI10.1214/aos/1033066202zbMath0854.60066OpenAlexW2064931718MaRDI QIDQ1922399

Yali Amit

Publication date: 13 January 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1033066202

zbMATH Keywords

Markov chainsintegral operatorssecond eigenvalue

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Linear operators on function spaces (general) (47B38)

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Cites Work

• Comparing sweep strategies for stochastic relaxation
• On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
• Comparison techniques for random walk on finite groups
• Sampling from log-concave distributions
• Rates of convergence of the Hastings and Metropolis algorithms
• Improving Stochastic Relaxation for Gussian Random Fields
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
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