Convergence rate of Gibbs sampler and its application

MaRDI QIDQ880862zbMATH OpenFDO

Authors Zhi Geng, Kaican Li

Publication date 29 May 2007

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

Gibbs samplerHilbert spacecompact operatortransition function

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sampling theory in information and communication theory (94A20)

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(15)

• Convergence rate of Markov chain methods for genomic motif discovery
• On the convergence rate of the ``out-of-order block Gibbs sampler
• Convergence rate and concentration inequalities for Gibbs sampling in high dimension
• Gibbs Sampler Convergence Criteria
• Convergence rates of symmetric scan Gibbs sampler
• Rate of convergence of the Gibbs sampler in the Gaussian case
• Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework
• Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition
• Analysis of convergence rates of some Gibbs samplers on continuous state spaces
• Convergence rates for a hierarchical Gibbs sampler
• A new Dirichlet process for mining dynamic patterns in functional data
• Partially Collapsed Gibbs Samplers
• Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
• Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
• scientific article; zbMATH DE number 720679 (Why is no real title available?)

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