On the geometrical convergence of Gibbs sampler in R^d

DOI10.1006/JMVA.1997.1735zbMATH Open1130.65303OpenAlexW2048830095MaRDI QIDQ1268005FDOQ1268005

Authors: K. Appert 

Publication date: 14 October 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1735

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zbMATH Keywords

Markov chainGibbs samplerMetropolis algorithmMonte Carlo Markov chaingeometrical convergenceHarris recurrencenonlinear autoregressionStochastic relaxation

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Weak convergence and optimal scaling of random walk Metropolis algorithms
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Title not available (Why is that?)
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Rates of convergence of the Hastings and Metropolis algorithms
• General Irreducible Markov Chains and Non-Negative Operators
• Accelerating Gaussian diffusions
• On the convergence of the Markov chain simulation method
• Title not available (Why is that?)
• On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
• Title not available (Why is that?)
• Non-linear time series and Markov chains
• Comparing sweep strategies for stochastic relaxation
• Convergence properties of the Gibbs sampler for perturbations of Gaussians
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $

Cited In (7)

• Accelerating diffusions
• Trivial intersection of \(\sigma \)-fields and Gibbs sampling
• Convergence properties of the Gibbs sampler for perturbations of Gaussians
• Functional central limit theorems for the Gibbs sampler
• Title not available (Why is that?)
• Singularly perturbed Markov chains: Convergence and aggregation
• Almost sure convergence of the Kaczmarz algorithm with random measurements

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