On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) (Q1268005)
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scientific article; zbMATH DE number 1211567
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| English | On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) |
scientific article; zbMATH DE number 1211567 |
Statements
On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) (English)
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14 October 1998
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Stochastic relaxation
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Gibbs sampler
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Markov chain
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geometrical convergence
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Harris recurrence
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Monte Carlo Markov chain
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Metropolis algorithm
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nonlinear autoregression
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0.8597761392593384
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0.8315176367759705
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0.8287433385848999
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