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Analysis of convergence rates of some Gibbs samplers on continuous state spaces
Authors:Aaron Smith
Affiliation:Department of Mathematics, Stanford University, Stanford, CA 94305, United States
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.
Keywords:Gibbs sampler   Markov chain   Mixing time   Coupling
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