Convergence in Variance of Chebyshev Accelerated Gibbs Samplers
DOI10.1137/120900940zbMath1291.65097OpenAlexW2022217247MaRDI QIDQ5418029
Albert E. Parker, Colin D. Fox
Publication date: 26 May 2014
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://scholarworks.montana.edu/xmlui/handle/1/12331
geometric convergenceGibbs samplingSSORlinear solverGauss-SeidelChebyshev polynomial accelerationstochastic iteration
Random fields (60G60) Gaussian processes (60G15) Iterative numerical methods for linear systems (65F10) Approximations to statistical distributions (nonasymptotic) (62E17) Acceleration of convergence in numerical analysis (65B99)
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