Convergence rates of symmetric scan Gibbs sampler

被引：0

作者：

Neng-Yi Wang

机构：

[1] Huazhong University of Science and Technology,School of Mathematics and Statistics

来源：

Frontiers of Mathematics in China | 2019年 / 14卷

关键词：

Markov chain Monte Carlo; symmetric scan Gibbs sampler; coupling method; Wasserstein metric; 60E15; 65C05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：941 / 955

页数：14

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