Analysis of convergence rates of some Gibbs samplers on continuous state spaces

DOI10.1016/J.SPA.2013.05.003MaRDI QIDQ2447735zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 28 April 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.5415

zbMATH Keywords

Markov chainGibbs samplercouplingmixing time

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Contingency tables (62H17)

Abstract: We use a non-Markovian coupling and small modifications of techniques from the theory of finite Markov chains to analyze some Markov chains on continuous state spaces. The first is a Gibbs sampler on narrow contingency tables, the second a gen- eralization of a sampler introduced by Randall and Winkler.

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Cited in

(5)

• Mixing time of the adjacent walk on the simplex
• Gibbs sampling, conjugate priors and coupling
• A transport process on graphs and its limiting distributions
• Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
• Mixing of the averaging process and its discrete dual on finite-dimensional geometries

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