Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers

DOI10.1080/03610926.2013.823209zbMath1332.60107arXiv1209.6283OpenAlexW1647400074MaRDI QIDQ2794784

Alicia A. Johnson, Owen Burbank

Publication date: 11 March 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.6283

zbMATH Keywords

convergence ratesMarkov chain Monte CarloGibbs samplergeometric ergodicity

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler

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