Concentration inequalities for Gibbs sampling under \(d_{l_{2}}\)-metric

DOI10.1214/ECP.v19-3502zbMath1319.60039MaRDI QIDQ457823

Neng-Yi Wang

Publication date: 29 September 2014

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

zbMATH Keywords

Gibbs samplingconcentration inequalitycoupling method\(d_{l_2}\)-metricDobrushin's uniqueness condition

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05)

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