On the convergence rate of the ``out-of-order block Gibbs sampler

DOI10.1016/j.spl.2022.109538zbMath1491.60120arXiv2110.14611OpenAlexW3209397725MaRDI QIDQ2156021

James P. Hobert, Zhumengmeng Jin

Publication date: 15 July 2022

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

Full work available at URL: https://arxiv.org/abs/2110.14611

zbMATH Keywords

Markov chain Monte CarloMarkov chainmixing timegeometric ergodicitytotal variation distancegeometric rate of convergence

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

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