Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric

DOI10.1080/17442508.2019.1623795MaRDI QIDQ5086481zbMATH OpenOpenAlexFDO

Authors Neng-Yi Wang, Guosheng Yin

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2019.1623795

zbMATH Keywords

blocked Gibbs samplerDobrushin conditionrandom scanWasserstein metric

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Convergence of probability measures (60B10)

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Cites work

• A note on Markov chain Monte Carlo sweep strategies
• Bayesian computation and stochastic systems. With comments and reply.
• Blocking strategies and stability of particle Gibbs samplers
• Combinatorial criteria for uniqueness of Gibbs measures
• Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
• Convergence rate and concentration inequalities for Gibbs sampling in high dimension
• Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition
• scientific article; zbMATH DE number 1085989 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• Measure concentration for Euclidean distance in the case of dependent random variables.
• Prescribing a System of Random Variables by Conditional Distributions
• Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
• Subgeometric rates of convergence in Wasserstein distance for Markov chains

Cited in

(5)

• On the convergence rate of the ``out-of-order block Gibbs sampler
• Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition
• scientific article; zbMATH DE number 2139712 (Why is no real title available?)
• Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler
• Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure

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