On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound

DOI10.1016/j.spl.2015.06.004zbMath1328.60174OpenAlexW606706924MaRDI QIDQ894567

Shang-Ying Shiu, Ting-Li Chen

Publication date: 1 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.06.004

zbMATH Keywords

rate of convergenceMarkov chain Monte CarloIsing modelGibbs sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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The convergence rate of the Gibbs sampler for generalized 1-D Ising model

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