Rate of convergence of the Gibbs sampler in the Gaussian case

DOI10.1023/A:1011094131273zbMath1011.86008OpenAlexW1513781221MaRDI QIDQ1863202

Haiyu Gao, Alain Galli

Publication date: 11 March 2003

Published in: Mathematical Geology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011094131273

zbMATH Keywords

convergencespectral radiusGaussian distributionGibbs samplerGauss-Seidel iterationsoverrelaxed Gauss-Seidel iterations

Mathematics Subject Classification ID

Geostatistics (86A32)

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