scientific article; zbMATH DE number 597902

zbMATH Open0796.62029MaRDI QIDQ4298913FDOQ4298913

Authors: Gareth O. Roberts, Nicholas G. Polson 

Publication date: 29 June 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Markov chainrate of convergenceGibbs samplergeometric rate of convergenceexponential family example

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Cited In (41)

• Convergence of conditional Metropolis-Hastings samplers
• Gibbs sampler and coordinate ascent variational inference: A set-theoretical review
• Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric
• Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
• Stationary probability density of stochastic search processes in global optimization
• Sensitivity and convergence of uniformly ergodic Markov chains
• Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
• Reversible algorithm of simulating multivariate densities with multi-hump
• A Gibbs sampler on the \(n\)-simplex
• Rates of convergence of the Hastings and Metropolis algorithms
• Geometric ergodicity of the Gibbs sampler for the Poisson change-point model
• Trivial intersection of \(\sigma \)-fields and Gibbs sampling
• Should we use ASIS?
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• Implementing a Bayes filter in a neural circuit: the case of unknown stimulus dynamics
• Convergence rates of two-component MCMC samplers
• Batch means and spectral variance estimators in Markov chain Monte Carlo
• On the performance of the gibbs sampler for the multivariate normal distribution
• Information bounds for Gibbs samplers
• Adaptive Gibbs samplers and related MCMC methods
• Coordinate selection rules for Gibbs sampling
• Title not available (Why is that?)
• Convergence rates for a hierarchical Gibbs sampler
• Markov-chain monte carlo: Some practical implications of theoretical results
• Bayesian inference for finite mixtures of generalized linear models with random effects
• Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials
• Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models
• Bayesian analysis of contingent claim model error
• A slowly mixing Markov chain with implications for Gibbs sampling
• Hierarchical Bayesian estimation of inequality measures with nonrectangular censored survey data with an application to wealth distribution of French households
• Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Convergence rate of Markov chain methods for genomic motif discovery
• Gibbs Sampler Convergence Criteria
• Asymptotic Behavior of the Gibbs Sampler
• Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
• Markov chain Monte Carlo: can we trust the third significant figure?
• Rates of convergence for Gibbs sampling for variance component models
• Assessing and Visualizing Simultaneous Simulation Error
• On reparametrization and the Gibbs sampler
• Slow convergence of the Gibbs sampler

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