Convergence properties of the Gibbs sampler for perturbations of Gaussians

DOI10.1214/AOS/1033066202MaRDI QIDQ1922399zbMATH OpenOpenAlexFDO

Authors Yali Amit

Publication date 13 January 1997

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1033066202

zbMATH Keywords

integral operatorsMarkov chainssecond eigenvalue

Mathematics Subject Classification ID

Linear operators on function spaces (general) (47B38) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

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Cited in

(23)

• Matrix norms and rapid mixing for spin systems
• On the geometrical convergence of Gibbs sampler in R^d
• Statistical inference and Monte Carlo algorithms. (With discussion)
• Rate of convergence of the Gibbs sampler in the Gaussian case
• Markov chain convergence: From finite to infinite
• Stochastic alternating projections
• Convergence of contrastive divergence algorithm in exponential family
• Convergence rates of two-component MCMC samplers
• The convergence rate of the Gibbs sampler for generalized 1-D Ising model
• Implementing random scan Gibbs samplers
• Systematic scan for sampling colorings
• Attaining the optimal Gaussian diffusion acceleration
• Trivial intersection of \(\sigma \)-fields and Gibbs sampling
• On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model
• Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
• On systematic scan for sampling H-colorings of the path
• scientific article; zbMATH DE number 2139712 (Why is no real title available?)
• Accelerating diffusions
• Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion)
• Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study
• Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models
• Gibbs sampling, exponential families and orthogonal polynomials
• Comment: On random scan Gibbs samplers

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