An upper bound on the convergence time of the Gibbs sampler in Ising models

被引:0
|
作者
Shiraishi, Yuichi [1 ]
机构
[1] Grad Univ Adv Studies, Inst Stat Math, Dept Stat Sci, Tokyo 108569, Japan
关键词
Markov chain Monte Carlo; Gibbs sampler; convergence time; Ising model; coupling methodology; coupling from the past;
D O I
10.1080/10629360600680720
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We discuss the convergence time of Gibbs sampler in Ising models. We obtain an improved explicit O(N log N) upper bound on the convergence time of the Gibbs sampler in Ising models with N sites. Our results are tighter and hold for the wider range of parameter values compared to the previous results. It is generally very difficult to decide when to stop the Gibbs sampler and our upper bounds are good practical guides for it. Moreover, they also give important information about the running time of coupling from the past algorithms.
引用
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页码:839 / 850
页数:12
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