The convergence rate of the Gibbs sampler is investigated in some meaningful special cases. In addition to some theoretical results, various examples are provided.
Patrizia Berti, G.C. (2008). Comment: Gibbs sampling, exponential families and orthogonal polynomials. STATISTICAL SCIENCE, 23, 179-182 [10.1214/08-STS252D].
Comment: Gibbs sampling, exponential families and orthogonal polynomials
Pietro Rigo
2008
Abstract
The convergence rate of the Gibbs sampler is investigated in some meaningful special cases. In addition to some theoretical results, various examples are provided.File in questo prodotto:
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