Asymptotic Behavior of the Gibbs Sampler

DOI10.2307/2290727MaRDI QIDQ4694200zbMATH OpenOpenAlexFDO

Authors

Publication date 19 January 1994

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2290727

zbMATH Keywords

drift criterionenergy functionsergodicity of the Gibbs samplergeneralized energy functiongeometric ergodicityGibbs distributionimage analysisinvariant distributionjoint distributionMarkov chainnormalization constantsufficient conditionstwo-variables case

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99)

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(33)

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• An extension of the factorization theorem to the non-positive case.
• Bayesian approach to estimation of ordered uniform scale parameters
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• On the convergence of the Markov chain simulation method
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• Estimating drift and minorization coefficients for Gibbs sampling algorithms
• The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model
• Geometric ergodicity of the Gibbs sampler for the Poisson change-point model
• Gibbs and autoregressive Markov processes
• Functional central limit theorems for the Gibbs sampler
• Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications
• Applications of random walks on graphs to gibbs samplers
• Slow convergence of the Gibbs sampler
• Markov-chain monte carlo: Some practical implications of theoretical results
• Concentration inequalities for Gibbs sampling under \(d_{l_{2}}\)-metric
• Setwise and filtered Gibbs samplers for teletraffic analysis
• scientific article; zbMATH DE number 218218 (Why is no real title available?)
• Characterizations, stochastic equations, and the Gibbs sampler
• Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk
• Behaviour of the Gibbs sampler when conditional distributions are potentially incompatible
• A Gibbs sampler in a generalized sense. II.
• On the geometric ergodicity of two-variable Gibbs samplers
• An ergodic L²-theorem for simulated annealing in bayesian image reconstruction
• On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems
• Kernel density estimation with a Markov chain Monte Carlo sample

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