On convergence of the EM algorithmand the Gibbs sampler
β Scribed by Sujit K. Sahu; Gareth O. Roberts
- Book ID
- 110268099
- Publisher
- Springer US
- Year
- 1999
- Tongue
- English
- Weight
- 177 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0960-3174
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π SIMILAR VOLUMES
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
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