Comment: Gibbs Sampling, Exponential Families and Orthogonal Polynomials
Patrizia Berti, Guido Consonni, Luca Pratelli, and Pietro Rigo
Source: Statist. Sci. Volume 23, Number 2 (2008), 179-182.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.ss/1219339108
Digital Object Identifier: doi:10.1214/08-STS252D
References
Berti, P., Pratelli, L. and Rigo, P. (2008). Trivial intersection of σ-fields and Gibbs sampling. Ann. Probab. To appear. Available at http://www.e-publications.org/ims/submission/index.php/AOP/user/submissionFile/1238?confirm=ef2ffe58.
Mathematical Reviews (MathSciNet):
MR2073184
Digital Object Identifier: doi:10.1214/009117904000000676
Project Euclid: euclid.aop/1089808418
Consonni, G. and Veronese, P. (2001). Conditionally reducible natural exponential families and enriched conjugate priors. Scand. J. Statist. 28 377–406.
Mathematical Reviews (MathSciNet):
MR1842256
Digital Object Identifier: doi:10.1111/1467-9469.00243
Rosenthal, J. (1995). Minorization conditions and convergence rates for Markov chain Monte Carlo. J. Amer. Statist. Assoc. 90 558–566.
Mathematical Reviews (MathSciNet):
MR1340509
Digital Object Identifier: doi:10.2307/2291067
JSTOR: links.jstor.org
