|
|||||
|
|
Convergence rates of symmetric scan Gibbs sampler |
|
| Authors: | Neng-Yi WANG |
| Institution: | School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China |
| Abstract: | We consider the symmetric scan Gibbs sampler, and give some explicit estimates of convergence rates on the Wasserstein distance for this Markov chain Monte Carlo under the Dobrushin uniqueness condition. |
| Keywords: | Markov chain Monte Carlo symmetric scan Gibbs sampler coupling method Wasserstein metric |
| 点击此处可从《Frontiers of Mathematics in China》浏览原始摘要信息 | |
| 点击此处可从《Frontiers of Mathematics in China》下载免费的PDF全文 | |