Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler

DOI10.5802/AFST.1470MaRDI QIDQ5963359zbMATHOpenAlexFDO

Authors James P. Hobert, Kshitij Khare

Publication date 19 February 2016

Published in Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5802/afst.1470

zbMATH Keywords

Markov chainGibbs samplerWasserstein distancetotal variation bound

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 42272 (Why is no real title available?)
• Gibbs sampling, conjugate priors and coupling
• Gibbs sampling, exponential families and orthogonal polynomials
• Inequalities for the gamma function
• Locally contractive iterated function systems
• Markov chains and stochastic stability
• On reparametrization and the Gibbs sampler
• Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances

Cited in

(1)

• Quantitative convergence rates of Markov chains: A simple account

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