On convergence rates of Gibbs samplers for uniform distributions

DOI10.1214/AOAP/1028903381MaRDI QIDQ1296725zbMATH OpenOpenAlexFDO

Authors Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date 4 May 2000

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1028903381

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)

Recommendations

• Slow convergence of the Gibbs sampler
• On the geometric ergodicity of two-variable Gibbs samplers
• On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\)
• scientific article; zbMATH DE number 720679
• scientific article; zbMATH DE number 597902

Cites work

• scientific article; zbMATH DE number 472921 (Why is no real title available?)
• Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
• Brownian motion and the fundamental frequency of a drum
• General Irreducible Markov Chains and Non-Negative Operators
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Markov chains and stochastic stability
• Markov chains for exploring posterior distributions. (With discussion)
• Sampling-Based Approaches to Calculating Marginal Densities
• Slow convergence of the Gibbs sampler

Cited in

(27)

• On the geometric ergodicity of two-variable Gibbs samplers
• Convergence rate and concentration inequalities for Gibbs sampling in high dimension
• Partial identification in the statistical matching problem
• A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm
• Asymptotic Behavior of the Gibbs Sampler
• Rate of convergence of the Gibbs sampler in the Gaussian case
• Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition
• Analysis of convergence rates of some Gibbs samplers on continuous state spaces
• Convergence rates for a class of estimators based on Stein's method
• A Gibbs sampler in a generalized sense. II.
• Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric
• Slow hit-and-run sampling
• Mixing time of an unaligned Gibbs sampler on the square
• Sensitivity and convergence of uniformly ergodic Markov chains
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Information bounds for Gibbs samplers
• Slow convergence of the Gibbs sampler
• The polar slice sampler
• Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure
• On the geometric ergodicity of hybrid samplers
• Gibbs/Metropolis algorithms on a convex polytope
• Functional central limit theorems for the Gibbs sampler
• Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
• Convergence rate of Gibbs sampler and its application
• Geometric ergodicity for Bayesian shrinkage models
• Geometric ergodicity and scanning strategies for two-component Gibbs samplers
• Rejoinder—A Gibbs Sampler for a Class of Random Convex Polytopes

This page was built for publication: On convergence rates of Gibbs samplers for uniform distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1296725)