Convergence rate of Gibbs sampler and its application

zbMATH Open1125.60079MaRDI QIDQ880862FDOQ880862

Authors: Zhi Geng, Kaican Li 

Publication date: 29 May 2007

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

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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)

Cited In (15)

• Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework
• Analysis of convergence rates of some Gibbs samplers on continuous state spaces
• Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
• On the convergence rate of the ``out-of-order block Gibbs sampler
• Title not available (Why is that?)
• Partially Collapsed Gibbs Samplers
• Convergence rate and concentration inequalities for Gibbs sampling in high dimension
• Convergence rates for a hierarchical Gibbs sampler
• Convergence rates of symmetric scan Gibbs sampler
• Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
• Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition
• Convergence rate of Markov chain methods for genomic motif discovery
• Gibbs Sampler Convergence Criteria
• Rate of convergence of the Gibbs sampler in the Gaussian case
• A new Dirichlet process for mining dynamic patterns in functional data

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