Trivial intersection of \(\sigma \)-fields and Gibbs sampling

DOI10.1214/07-AOP387zbMath1159.60007arXiv0901.2851MaRDI QIDQ2519681

Pietro Rigo, Patrizia Berti, Luca Pratelli

Publication date: 27 January 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2851

zbMATH Keywords

strong law of large numbersergodicityMarkov chainGibbs sampleriterated conditional expectation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Probabilistic measure theory (60A10) Axioms; other general questions in probability (60A05)

Related Items (6)

Identification of the 1PL model with guessing parameter: parametric and semi-parametric results ⋮ Stochastic alternating projections ⋮ Comment: ``Gibbs sampling, exponential families and orthogonal polynomials ⋮ Hit and run as a unifying device ⋮ Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups ⋮ Atomic intersection of \(\sigma \)-fields and some of its consequences

Cites Work

• Markov chains and stochastic stability
• Skorohod representation on a given probability space
• Gibbs sampling, exponential families and orthogonal polynomials
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Markov chains for exploring posterior distributions. (With discussion)
• Stochastic alternating projections
• Iterates of Conditional Expectation Operators
• Successive Conditional Expectations of an Integrable Function
• Sufficiency in the Undominated Case
• Monte Carlo strategies in scientific computing

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