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Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric |
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| Authors: | Neng-Yi Wang Guosheng Yin |
| Affiliation: | 1. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Chinawangnengyi@hust.edu.cn;3. Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, Hong Kong |
| Abstract: | ABSTRACTThis 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. |
| Keywords: | Blocked Gibbs sampler Dobrushin condition random scan Wasserstein metric |