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Mixing time of an unaligned Gibbs sampler on the square
Authors:Balázs Gerencsér
Abstract:The paper concerns a particular example of the Gibbs sampler and its mixing efficiency. Coordinates of a point are rerandomized in the unit square 0,1]2 to approach a stationary distribution with density proportional to exp(?A2(u?v)2) for (u,v)0,1]2 with some large parameter A.Diaconis conjectured the mixing time of this process to be O(A2) which we confirm in this paper. This improves on the currently known O(exp(A2)) estimate.
Keywords:Correspondence to: MTA Alfréd Rényi Institute of Mathematics  Reáltanoda utca 13-15  H-1053 Budapest  Hungary    60J10  37A25  60J20  Gibbs sampler  Markov chain  Mixing time
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