Rates of convergence for data augmentation on finite sample spaces

DOI10.1214/aoap/1177005366zbMath0780.60067OpenAlexW2096295934MaRDI QIDQ1308704

Jeffrey S. Rosenthal

Publication date: 30 January 1994

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005366

zbMATH Keywords

convergence rateGibbs samplerdata augmentation algorithmHarris recurrence

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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