Comment: ``Gibbs sampling, exponential families and orthogonal polynomials

DOI10.1214/08-STS252DMaRDI QIDQ900453zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Guido Consonni, Luca Pratelli, Pietro Rigo

Publication date 22 December 2015

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0808.3855, https://projecteuclid.org/euclid.ss/1219339108

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sampling theory, sample surveys (62D05)

Abstract: Comment on ``Gibbs Sampling, Exponential Families and Orthogonal Polynomials [arXiv:0808.3852]

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Cites work

• Conditionally reducible natural exponential families and enriched conjugate priors
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Trivial intersection of \(\sigma \)-fields and Gibbs sampling

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