2008/05/01 by Persi Diaconis, Kshitij Khare, Laurent Saloff-Coste · 2 citations
Computer Science · Mathematics · Physics and Astronomy · #Bivariate analysis #Bounding overwatch #Convergence (economics) #Exponential family #Gaussian Processes and Bayesian Inference #Gibbs sampling #Markov Chains and Monte Carlo Methods #Rate of convergence #Simple (philosophy) #Statistical Mechanics and Entropy #stat.ME
paper · pdf · doi:10.1214/08-sts252rej
published as Statistical Science 2008, Vol. 23, No. 2, 196-200 · Published in at http://dx.doi.org/10.1214/08-STS252REJ the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
openalex publication_date 2008/05/01 · arxiv created 2008/08/28 · arxiv updated 2009/12/01 · openalex created_date 2016/06/24 · openalex updated_date 2026/08/05
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.