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

DOI10.1214/08-STS252CMaRDI QIDQ900454zbMATH OpenOpenAlexFDO

Authors Galin L. Jones, Alicia A. Johnson

Publication date 22 December 2015

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0808.3856, https://projecteuclid.org/euclid.ss/1219339109

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]

Cites work

• A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
• A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
• Bounds on regeneration times and convergence rates for Markov chains
• Fixed-Width Output Analysis for Markov Chain Monte Carlo
• General state space Markov chains and MCMC algorithms
• Geometric ergodicity and perfect simulation
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Markov chain Monte Carlo: can we trust the third significant figure?
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• On the Markov chain central limit theorem
• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
• Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.

Cited in

(5)

• Convergence rates of two-component MCMC samplers
• Exact convergence analysis of the independent Metropolis-Hastings algorithms
• Gibbs sampling, exponential families and orthogonal polynomials
• Comment: ``Gibbs sampling, exponential families and orthogonal polynomials
• Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials

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