On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) (Q1268005)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) |
scientific article |
Statements
On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) (English)
0 references
14 October 1998
0 references
Stochastic relaxation
0 references
Gibbs sampler
0 references
Markov chain
0 references
geometrical convergence
0 references
Harris recurrence
0 references
Monte Carlo Markov chain
0 references
Metropolis algorithm
0 references
nonlinear autoregression
0 references
0 references
0 references