Statistical Science

Comment: Gibbs Sampling, Exponential Families and Orthogonal Polynomials

Patrizia Berti, Guido Consonni, Luca Pratelli, and Pietro Rigo

Full-text: Open access

Article information

Source
Statist. Sci., Volume 23, Number 2 (2008), 179-182.

Dates
First available in Project Euclid: 21 August 2008

Permanent link to this document
https://projecteuclid.org/euclid.ss/1219339108

Digital Object Identifier
doi:10.1214/08-STS252D

Zentralblatt MATH identifier
1327.62056

Citation

Berti, Patrizia; Consonni, Guido; Pratelli, Luca; Rigo, Pietro. Comment: Gibbs Sampling, Exponential Families and Orthogonal Polynomials. Statist. Sci. 23 (2008), no. 2, 179--182. doi:10.1214/08-STS252D. https://projecteuclid.org/euclid.ss/1219339108


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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.
  • Consonni, G. and Veronese, P. (2001). Conditionally reducible natural exponential families and enriched conjugate priors. Scand. J. Statist. 28 377–406.
  • Rosenthal, J. (1995). Minorization conditions and convergence rates for Markov chain Monte Carlo. J. Amer. Statist. Assoc. 90 558–566.