On reparametrization and the Gibbs sampler

DOI10.1016/j.spl.2014.03.024zbMath1296.60197OpenAlexW2071351321MaRDI QIDQ2454004

James P. Hobert, Jorge Carlos Román, Presnell, Brett

Publication date: 12 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2014.03.024

zbMATH Keywords

parametrizationMonte CarloMarkov chainconvergence rategeometric ergodicity

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

Related Items

Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler, On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models

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