Comment: Gibbs Sampling, Exponential Families, and Orthogonal Polynomials
Galin L. Jones and Alicia A. Johnson
Source: Statist. Sci. Volume 23, Number 2 (2008), 183-186.
Full-text: Access denied (no subscription detected)
We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.ss/1219339109
Digital Object Identifier: doi:10.1214/08-STS252C
References
Baxendale, P. H. (2005). Renewal theory and computable convergence rates for geometrically ergodic Markov chains. Ann. Appl. Probab. 15 700–738.
Mathematical Reviews (MathSciNet):
MR2114987
Digital Object Identifier: doi:10.1214/105051604000000710
Project Euclid: euclid.aoap/1107271665
Flegal, J. M., Haran, M. and Jones, G. L. (2008). Markov chain Monte Carlo: Can we trust the third significant figure? Statist. Sci. To appear.
Hobert, J. P. and Robert, C. P. (2004). A mixture representation of π with applications in Markov chain Monte Carlo and perfect sampling. Ann. Appl. Probab. 14 1295–1305.
Mathematical Reviews (MathSciNet):
MR2071424
Digital Object Identifier: doi:10.1214/105051604000000305
Project Euclid: euclid.aoap/1089736286
Jones, G. L. (2004). On the Markov chain central limit theorem. Probab. Surv. 1 299–320.
Mathematical Reviews (MathSciNet):
MR2068475
Digital Object Identifier: doi:10.1214/154957804100000051
Project Euclid: euclid.ps/1104335301
Jones, G. L., Haran, M., Caffo, B. S. and Neath, R. (2006). Fixed-width output analysis for Markov chain Monte Carlo. J. Amer. Statist. Assoc. 101 1537–1547.
Mathematical Reviews (MathSciNet):
MR2279478
Digital Object Identifier: doi:10.1198/016214506000000492
Jones, G. L. and Hobert, J. P. (2001). Honest exploration of intractable probability distributions via Markov chain Monte Carlo. Statist. Sci. 16 312–334.
Mathematical Reviews (MathSciNet):
MR1888447
Digital Object Identifier: doi:10.1214/ss/1015346317
Project Euclid: euclid.ss/1015346317
Jones, G. L. and Hobert, J. P. (2004). Sufficient burn-in for Gibbs samplers for a hierarchical random effects model. Ann. Statist. 32 784–817.
Mathematical Reviews (MathSciNet):
MR2060178
Digital Object Identifier: doi:10.1214/009053604000000184
Project Euclid: euclid.aos/1083178947
Kendall, W. S. (2004). Geometric ergodicity and perfect simulation. Electron. Commun. Probab. 9 140–151.
Mathematical Reviews (MathSciNet):
MR2108860
Latuszynski, K. (2008). MCMC (ɛ-α)-approximation under drift condition with application to Gibbs samplers for a hierarchical random effects model. Preprint.
Roberts, G. O. and Rosenthal, J. S. (2004). General state space Markov chains and MCMC algorithms. Probab. Surv. 1 20–71.
Mathematical Reviews (MathSciNet):
MR2095565
Digital Object Identifier: doi:10.1214/154957804100000024
Project Euclid: euclid.ps/1099928648
Roberts, G. O. and Tweedie, R. L. (1999). Bounds on regeneration times and convergence rates for Markov chains. Stochastic Process. Appl. 80 211–229.
Mathematical Reviews (MathSciNet):
MR1682243
Digital Object Identifier: doi:10.1016/S0304-4149(98)00085-4
Rosenthal, J. S. (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