English

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 β\beta^*. In this paper we generalize a result from Shiu and Chen (2015)(2015) for the one-dimensional Ising model with two states which gives a bound for β\beta^* . The method is based on Diaconis and Stroock bound for reversible Markov processes. The new bound presented in this paper improves Ingrassia's (1994)(1994) result.

Keywords

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}
}