Statistical Science

Rejoinder: Gibbs Sampling, Exponential Families and Orthogonal Polynomials

Persi Diaconis, Kshitij Khare, and Laurent Saloff-Coste

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Abstract

We are thankful to the discussants for their hard, interesting work. The main purpose of our paper was to give reasonably sharp rates of convergence for some simple examples of the Gibbs sampler. We chose examples from expository accounts where direct use of available techniques gave practically useless answers. Careful treatment of these simple examples grew into bivariate modeling and Lancaster families. Since bounding rates of convergence is our primary focus, let us begin there.

Article information

Source
Statist. Sci., Volume 23, Number 2 (2008), 196-200.

Dates
First available in Project Euclid: 21 August 2008

Permanent link to this document
https://projecteuclid.org/euclid.ss/1219339112

Digital Object Identifier
doi:10.1214/08-STS252REJ

Mathematical Reviews number (MathSciNet)
MR2446500

Zentralblatt MATH identifier
1327.62059

Citation

Diaconis, Persi; Khare, Kshitij; Saloff-Coste, Laurent. Rejoinder: Gibbs Sampling, Exponential Families and Orthogonal Polynomials. Statist. Sci. 23 (2008), no. 2, 196--200. doi:10.1214/08-STS252REJ. https://projecteuclid.org/euclid.ss/1219339112


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