Gibbs sampling, conjugate priors and coupling
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Publication:2431014
DOI10.1007/s13171-010-0004-7zbMath1209.60042OpenAlexW1972679450MaRDI QIDQ2431014
Kshitij Khare, Persi Diaconis, Laurent Saloff-Coste
Publication date: 8 April 2011
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-010-0004-7
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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Stochastic alternating projections, Convergence of Gibbs sampling: coordinate hit-and-run mixes fast, Convergence analysis of some multivariate Markov chains using stochastic monotonicity, Analysis of convergence rates of some Gibbs samplers on continuous state spaces, Convergence rate and concentration inequalities for Gibbs sampling in high dimension, Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler, Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions, Carries, shuffling, and symmetric functions, Dual and triple equations andq-orthogonal polynomials
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