✦ LIBER ✦

On the Geometrical Convergence of Gibbs Sampler inRd

✍ Scribed by Chii-Ruey Hwang; Shuenn-Jyi Sheu

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 273 KB
Volume: 66
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1997.1735

No coin nor oath required. For personal study only.

✦ Synopsis

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 and some powerful results from the theory of Harris recurrent Markov chains.

📜 SIMILAR VOLUMES

Geometric Ergodicity of Gibbs and Block

Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model

✍ James P. Hobert; Charles J. Geyer 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 297 KB

We consider fixed scan Gibbs and block Gibbs samplers for a Bayesian hierarchical random effects model with proper conjugate priors. A drift condition given in Meyn and Tweedie (1993, Chapter 15) is used to show that these Markov chains are geometrically ergodic. Showing that a Gibbs sampler is geom

Use of the Gibbs sampler in expert syste

Use of the Gibbs sampler in expert systems

✍ Jeremy York 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 87 KB

In my paper "Use of the Gibbs sampler in expert systems", I attempted to survey statistics and genetics literature of interest to researchers in AII faded to stress, however, that the best reference for understanding Markov chain Monte Carlo (MCMC) methods is the paper by Hastings [3 ], which genera

TIME SERIES ANALYSIS OF BOD DATA USING T

TIME SERIES ANALYSIS OF BOD DATA USING THE GIBBS SAMPLER

✍ RAM C. TIWARI; YIZHOU YANG; JYOTI N. ZALKIKAR 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 618 KB

In this paper, we analyse the biochemical oxygen demand (BOD) data collected over 2 years from McDowell Creek, Charlotte, NC, by fitting a trigonometric time series model to the data via a Kalman filter and by using the Gibbs sampler. Some graphical diagnostic tools are applied to monitor the conver

Using linear regression analysis and the

Using linear regression analysis and the Gibbs sampler to estimate the probability of a part being within specification

✍ Brenda Stefano 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB 👁 2 views

In-line' or 'process' specification limits are used in semiconductor manufacturing processes to provide some level of assurance for the functional performance of product measured at functional testing or probe. However, these limits are not always set in a rigorous manner and may not prove to be an

On the convergence of the ACA

✍ Jaime Laviada; R. Mittra; Marcos R. Pino; Fernando Las-Heras 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 262 KB

## Abstract This article deals with the issue of convergence of the Adaptive Cross Algorithm (ACA) and argues that the stopping criterion used in this algorithm can lead to a premature stop, and yield inaccurate results as a consequence. A multiple restart, which is simple and effective, is propose

On the convergence of food systems

✍ Ronald W. Cotterill 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 23 KB 👁 2 views