Electronic Communications in Probability

Convergence rates of the random scan Gibbs sampler under the Dobrushin’s uniqueness condition

Neng-Yi Wang

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In this paper, under the Dobrushin’s uniqueness condition, we obtain explicit estimates of the geometrical convergence rate for the random scan Gibbs sampler in the Wasserstein metric.

Article information

Electron. Commun. Probab., Volume 22 (2017), paper no. 56, 7 pp.

Received: 15 May 2017
Accepted: 25 September 2017
First available in Project Euclid: 13 October 2017

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Zentralblatt MATH identifier

Primary: 60E15: Inequalities; stochastic orderings 65C05: Monte Carlo methods

random scan Gibbs sampler coupling method Wasserstein metric Dobrushin’s uniqueness condition

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Wang, Neng-Yi. Convergence rates of the random scan Gibbs sampler under the Dobrushin’s uniqueness condition. Electron. Commun. Probab. 22 (2017), paper no. 56, 7 pp. doi:10.1214/17-ECP90. https://projecteuclid.org/euclid.ecp/1507860213

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