Comment: On random scan Gibbs samplers

DOI10.1214/08-STS252BMaRDI QIDQ900456zbMATH OpenOpenAlexFDO

Authors Richard A. Levine, George Casella

Publication date 22 December 2015

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0808.3861, https://projecteuclid.org/euclid.ss/1219339111

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sampling theory, sample surveys (62D05)

Abstract: Comment on ``On Random Scan Gibbs Samplers [arXiv:0808.3852]

Cites work

• scientific article; zbMATH DE number 472933 (Why is no real title available?)
• scientific article; zbMATH DE number 720679 (Why is no real title available?)
• A note on Markov chain Monte Carlo sweep strategies
• Convergence properties of the Gibbs sampler for perturbations of Gaussians
• Gibbs sampling, exponential families and orthogonal polynomials
• Implementing random scan Gibbs samplers
• Optimizing random scan Gibbs samplers
• Optimum Monte-Carlo sampling using Markov chains
• Ordering and improving the performance of Monte Carlo Markov chains.
• Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions

Cited in

(2)

• Convergence rates of two-component MCMC samplers
• Comment: ``Gibbs sampling, exponential families and orthogonal polynomials

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