Article

Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces

08/2011;
Source: arXiv

ABSTRACT We use a non-Markovian coupling and small modi?cations of techniques from the
theory of ?nite Markov chains to analyze some Markov chains on continuous state
spaces. The ?rst is a Gibbs sampler on narrow contingency tables, the second a
gen- eralization of a sampler introduced by Randall and Winkler.

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