Coordinate selection rules for Gibbs sampling

DOI10.1214/AOAP/1034968139zbMATH Open0855.60060OpenAlexW2011487343MaRDI QIDQ1814746FDOQ1814746

Authors: George S. Fishman 

Publication date: 14 January 1997

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

Full work available at URL: https://doi.org/10.1214/aoap/1034968139

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zbMATH Keywords

Monte CarloGibbs samplingMarkov random fieldcoordinate selection

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Improving Stochastic Relaxation for Gussian Random Fields
• Sampling-Based Approaches to Calculating Marginal Densities
• Some Metric Inequalities in the Space of Matrices
• Inequalities: theory of majorization and its applications
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
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• On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
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• Comparing sweep strategies for stochastic relaxation
• Coordinate selection rules for Gibbs sampling

Cited In (10)

• Convergence analysis of herded-Gibbs-type sampling algorithms: effects of weight sharing
• Convergence rates of two-component MCMC samplers
• A note on Markov chain Monte Carlo sweep strategies
• Systematic scan for sampling colorings
• Information bounds for Gibbs samplers
• Coordinate selection rules for Gibbs sampling
• Random walks on the BMW monoid: an algebraic approach
• An upper bound on the convergence time of the Gibbs sampler in Ising models
• Mixing times of the biased card shuffling and the asymmetric exclusion process
• Optimizing random scan Gibbs samplers

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