Connectedness conditions for the convergence of the Gibbs sampler

DOI10.1016/S0167-7152(96)00132-0zbMath0903.60059MaRDI QIDQ1380592

D. Massart

Publication date: 5 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

ergodicityirreducibilityMarkov chain Monte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Continuous-time Markov processes on discrete state spaces (60J27) Sufficiency and information (62B99)

Related Items (2)

An extension of the factorization theorem to the non-positive case. ⋮ Bayesian estimation of regression parameters in elliptical measurement error models

Cites Work

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• Bayesian computation and stochastic systems. With comments and reply.
• Markov chains for exploring posterior distributions. (With discussion)
• Compatible Conditional Distributions
• Diagnostic plots for improved parameterization in Bayesian inference

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