Convergence rate and concentration inequalities for Gibbs sampling in high dimension
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Publication:470046
DOI10.3150/13-BEJ537zbMath1385.60042arXiv1410.4329MaRDI QIDQ470046
Publication date: 11 November 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.4329
Markov chain Monte CarloGibbs measureconcentration inequalitycoupling methodDobrushin's uniqueness condition
Computational methods in Markov chains (60J22) Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05)
Related Items (3)
Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric ⋮ Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure ⋮ Convergence rates of symmetric scan Gibbs sampler
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