Rate of convergence of the Gibbs sampler in the Gaussian case (Q1863202)
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scientific article; zbMATH DE number 1879777
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| English | Rate of convergence of the Gibbs sampler in the Gaussian case |
scientific article; zbMATH DE number 1879777 |
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Rate of convergence of the Gibbs sampler in the Gaussian case (English)
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11 March 2003
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Gibbs sampler
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Gaussian distribution
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convergence
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spectral radius
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Gauss-Seidel iterations
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overrelaxed Gauss-Seidel iterations
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0.96869993
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0.9472684
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0.9442715
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0.9426303
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0.94020605
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