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Convergence rate of gibbs sampler and its application

✍ Scribed by Kaican Li; Zhi Geng

Book ID
111783702
Publisher
SP Science China Press
Year
2005
Tongue
English
Weight
152 KB
Volume
48
Category
Article
ISSN
1674-7283

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πŸ“œ SIMILAR VOLUMES

On the Geometrical Convergence of Gibbs
On the Geometrical Convergence of Gibbs Sampler inRd
✍ Chii-Ruey Hwang; Shuenn-Jyi Sheu πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 273 KB

The geometrical convergence of the Gibbs sampler for simulating a probability distribution in R d is proved. The distribution has a density which is a bounded perturbation of a log-concave function and satisfies some growth conditions. The analysis is based on a representation of the Gibbs sampler a

Random variate transformations in the Gi
Random variate transformations in the Gibbs sampler: issues of efficiency and convergence
✍ Petros Dellaportas πŸ“‚ Article πŸ“… 1995 πŸ› Springer US 🌐 English βš– 692 KB

In the non-conjugate Gibbs sampler, the required sampling from the full conditional densities needs the adoption of black-box sampling methods. Recent suggestions include rejection sampling, adaptive rejection sampling, generalized ratio of uniforms, and the Griddy-Gibbs sampler. This paper describe