Analysis of convergence rates of some Gibbs samplers on continuous state spaces
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Publication:2447735
DOI10.1016/J.SPA.2013.05.003zbMATH Open1292.60075arXiv1108.5415OpenAlexW2964195841MaRDI QIDQ2447735FDOQ2447735
Authors: Yanyan Li 
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1108.5415
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Cited In (5)
- 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
- Mixing time of the adjacent walk on the simplex
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