Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data

2020/10/29 by Balázs Gerencsér, Gerencsér, Balázs, Andrea Ottolini +1
Mathematics · Computer Science · #Markov Chains and Monte Carlo Methods #Random Matrices and Applications #Bayesian Methods and Mixture Models

paper · pdf · doi:10.48550/arxiv.2010.15539

Abstract

Motivated by de Finetti's representation theorem for almost exchangeable arrays, we want to sample \mathbf p ∈ [0,1]^d from a distribution with density proportional to exp(-A²∑_i

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