Article

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

Stochastic Processes and their Applications (Impact Factor: 1.06). 08/2011; 123(10). DOI: 10.1016/j.spa.2013.05.003
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.