On convergence rates of Gibbs samplers for uniform distributions
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Publication:1296725
DOI10.1214/AOAP/1028903381zbMATH Open0935.60054OpenAlexW2089276831MaRDI QIDQ1296725FDOQ1296725
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
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Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)
Cites Work
- Markov chains for exploring posterior distributions. (With discussion)
- Sampling-Based Approaches to Calculating Marginal Densities
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Markov chains and stochastic stability
- General Irreducible Markov Chains and Non-Negative Operators
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- Title not available (Why is that?)
- 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
- Slow convergence of the Gibbs sampler
Cited In (26)
- On the geometric ergodicity of two-variable Gibbs samplers
- Convergence rates for a class of estimators based on Stein's method
- Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric
- Analysis of convergence rates of some Gibbs samplers on continuous state spaces
- Sensitivity and convergence of uniformly ergodic Markov chains
- Geometric ergodicity and scanning strategies for two-component Gibbs samplers
- Information bounds for Gibbs samplers
- Gibbs/Metropolis algorithms on a convex polytope
- Partial identification in the statistical matching problem
- Convergence rate and concentration inequalities for Gibbs sampling in high dimension
- Mixing time of an unaligned Gibbs sampler on the square
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- On the geometric ergodicity of hybrid samplers
- Functional central limit theorems for the Gibbs sampler
- Rejoinder—A Gibbs Sampler for a Class of Random Convex Polytopes
- Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
- Convergence rate of Gibbs sampler and its application
- Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition
- Asymptotic Behavior of the Gibbs Sampler
- A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm
- Rate of convergence of the Gibbs sampler in the Gaussian case
- Geometric ergodicity for Bayesian shrinkage models
- The polar slice sampler
- A Gibbs sampler in a generalized sense. II.
- Slow hit-and-run sampling
- Slow convergence of the Gibbs sampler
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