Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces
Probability
2016-11-25 v3
Abstract
We use a non-Markovian coupling and small modifications of techniques from the theory of finite Markov chains to analyze some Markov chains on continuous state spaces. The first is a Gibbs sampler on narrow contingency tables, the second a gen- eralization of a sampler introduced by Randall and Winkler.
Keywords
Cite
@article{arxiv.1108.5415,
title = {Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces},
author = {Aaron Smith},
journal= {arXiv preprint arXiv:1108.5415},
year = {2016}
}
Comments
22 pages