Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition

DOI10.1214/17-ECP90zbMath1378.60015OpenAlexW2763011060MaRDI QIDQ2411778

Neng-Yi Wang

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1507860213

zbMATH Keywords

Wasserstein metriccoupling methodDobrushin's uniqueness conditionrandom scan Gibbs sampler

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05) Convergence of probability measures (60B10)

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