Analysis of convergence rates of some Gibbs samplers on continuous state spaces |
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Authors: | Aaron Smith |
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Affiliation: | Department of Mathematics, Stanford University, Stanford, CA 94305, United States |
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Abstract: | We use a non-Markovian coupling and small modifications of techniques from the theory of finite Markov chains to analyze some Markov chains on continuous state spaces. The first is a generalization of a sampler introduced by Randall and Winkler, and the second a Gibbs sampler on narrow contingency tables. |
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Keywords: | Gibbs sampler Markov chain Mixing time Coupling |
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