Connectedness conditions for the convergence of the Gibbs sampler

DOI10.1016/S0167-7152(96)00132-0MaRDI QIDQ1380592zbMATH OpenFDO

Authors D. Massart

Publication date 5 January 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(96)00132-0

zbMATH Keywords

ergodicityirreducibilityMarkov chain Monte Carlo algorithm

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Sufficiency and information (62B99) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cites work

• Bayesian computation and stochastic systems. With comments and reply.
• Compatible Conditional Distributions
• Diagnostic plots for improved parameterization in Bayesian inference
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 720679 (Why is no real title available?)
• Markov chains for exploring posterior distributions. (With discussion)

Cited in

(3)

• An extension of the factorization theorem to the non-positive case.
• THE CLASS OF JOINT DENSITIES UNIQUELLY DETERMINED BY CONDITIONALS USED IN GIBBS SAMPLING
• Bayesian estimation of regression parameters in elliptical measurement error models

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