The convergence rate of the Gibbs sampler for generalized $1-$D Ising model
Probability
2019-02-08 v2 Statistical Mechanics
Abstract
The rate of convergence of the Gibbs sampler for the generalized one-dimensional Ising model is determined by the second largest eigenvalue of its transition matrix in absolute value denoted by . In this paper we generalize a result from Shiu and Chen for the one-dimensional Ising model with two states which gives a bound for . The method is based on Diaconis and Stroock bound for reversible Markov processes. The new bound presented in this paper improves Ingrassia's result.
Cite
@article{arxiv.1804.04330,
title = {The convergence rate of the Gibbs sampler for generalized $1-$D Ising model},
author = {Amine Helali},
journal= {arXiv preprint arXiv:1804.04330},
year = {2019}
}