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

DOI10.5802/AFST.1470zbMATH Open1385.60056OpenAlexW2567488619MaRDI QIDQ5963359FDOQ5963359

Kshitij Khare, James P. Hobert

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)

Cites Work

• Title not available (Why is that?)
• Markov chains and stochastic stability
• Inequalities for the gamma function
• Gibbs sampling, exponential families and orthogonal polynomials
• Gibbs sampling, conjugate priors and coupling
• Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
• Locally contractive iterated function systems
• On reparametrization and the Gibbs sampler

Cited In (1)

• Quantitative convergence rates of Markov chains: A simple account

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