Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric.

Authors :: Wang, Neng-Yi
Yin, Guosheng
Source :: Stochastics: An International Journal of Probability & Stochastic Processes. Mar2020, Vol. 92 Issue 2, p265-274. 10p.
Publication Year :: 2020
Abstract: This paper establishes explicit estimates of convergence rates for the blocked Gibbs sampler with random scan under the Dobrushin conditions. The estimates of convergence in the Wasserstein metric are obtained by taking purely analytic approaches. [ABSTRACT FROM AUTHOR]

Language :: English
ISSN :: 17442508
Volume :: 92
Issue :: 2
Database :: Academic Search Index
Journal :: Stochastics: An International Journal of Probability & Stochastic Processes
Publication Type :: Academic Journal
Accession number :: 141913797
Full Text :: https://doi.org/10.1080/17442508.2019.1623795

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