On the geometrical convergence of Gibbs sampler in R^d
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On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\)
On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\)
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Cites work
- Accelerating Gaussian diffusions
- Comparing sweep strategies for stochastic relaxation
- Convergence properties of the Gibbs sampler for perturbations of Gaussians
- General Irreducible Markov Chains and Non-Negative Operators
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 472933 (Why is no real title available?)
- scientific article; zbMATH DE number 947422 (Why is no real title available?)
- 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 $
- Non-linear time series and Markov chains
- On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
- On the convergence of the Markov chain simulation method
- Rates of convergence of the Hastings and Metropolis algorithms
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Weak convergence and optimal scaling of random walk Metropolis algorithms
Cited in
(13)- On convergence rates of Gibbs samplers for uniform distributions
- Connectedness conditions for the convergence of the Gibbs sampler
- Convergence properties of the Gibbs sampler for perturbations of Gaussians
- Almost sure convergence of the Kaczmarz algorithm with random measurements
- Singularly perturbed Markov chains: Convergence and aggregation
- Mixing time of an unaligned Gibbs sampler on the square
- Trivial intersection of \(\sigma \)-fields and Gibbs sampling
- Functional central limit theorems for the Gibbs sampler
- scientific article; zbMATH DE number 597902 (Why is no real title available?)
- On the geometric ergodicity of two-variable Gibbs samplers
- Accelerating diffusions
- Convergence of Gibbs sampling: coordinate hit-and-run mixes fast
- A dimension-independent bound on the Wasserstein contraction rate of a geodesic random walk on the sphere
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