Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data

DOI10.1016/J.SPA.2023.08.008zbMath1528.60075arXiv2010.15539OpenAlexW3096290487MaRDI QIDQ6056577

Balázs Gerencsér, Andrea Ottolini

Publication date: 30 October 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.15539

zbMATH Keywords

Markov chainGibbs samplermixing time

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure

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