𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Slow Convergence of the Gibbs Sampler

✍ Scribed by Claude Bélisle

Book ID
111850897
Publisher
John Wiley and Sons
Year
1998
Tongue
French
Weight
628 KB
Volume
26
Category
Article
ISSN
0319-5724

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Geometrical Convergence of Gibbs
On the Geometrical Convergence of Gibbs Sampler inRd
✍ Chii-Ruey Hwang; Shuenn-Jyi Sheu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 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 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 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