메뉴 건너뛰기




Volumn 24, Issue 1, 1996, Pages 122-140

Convergence properties of the Gibbs sampler for perturbations of Gaussians

Author keywords

Integral operators; Markov chains; Second eigenvalue

Indexed keywords


EID: 0030540047     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1033066202     Document Type: Article
Times cited : (23)

References (19)
  • 1
    • 44949272138 scopus 로고
    • On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions
    • AMIT, Y. (1991). On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions. J. Multivariate Anal. 38 82-100.
    • (1991) J. Multivariate Anal. , vol.38 , pp. 82-100
    • Amit, Y.1
  • 2
    • 0000059712 scopus 로고
    • Comparing sweep strategies for stochastic relaxation
    • AMIT, Y. and GRENANDER, U. (1991). Comparing sweep strategies for stochastic relaxation. J. Multivariate Anal. 37 197-222.
    • (1991) J. Multivariate Anal. , vol.37 , pp. 197-222
    • Amit, Y.1    Grenander, U.2
  • 3
    • 84950444708 scopus 로고
    • Structural image restoration through deformable templates
    • AMIT, Y., GRENANDER, U. and PICCIONI, M. (1991). Structural image restoration through deformable templates. J. Amer. Statist. Assoc. 86 376-387.
    • (1991) J. Amer. Statist. Assoc. , vol.86 , pp. 376-387
    • Amit, Y.1    Grenander, U.2    Piccioni, M.3
  • 4
    • 84974115710 scopus 로고
    • Improving stochastic relaxation for Gaussian random fields
    • BARONE, P. and FRIGESSI, A. (1990). Improving stochastic relaxation for Gaussian random fields. Probab. Eng. Inform. Sci. 4 369-389.
    • (1990) Probab. Eng. Inform. Sci. , vol.4 , pp. 369-389
    • Barone, P.1    Frigessi, A.2
  • 5
    • 0000103562 scopus 로고
    • Spatial statistics and Bayesian computation
    • BESAG, J. and GREEN, P. J. (1993). Spatial statistics and Bayesian computation. J. Roy. Statist. Soc. Ser. B 55 25-37.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 25-37
    • Besag, J.1    Green, P.J.2
  • 7
    • 0001076208 scopus 로고
    • Comparison techniques for random walk on finite groups
    • DIACONIS, P. and SALOFF-COSTE, L. (1993). Comparison techniques for random walk on finite groups. Ann. Probab. 21 2131-2156.
    • (1993) Ann. Probab. , vol.21 , pp. 2131-2156
    • Diaconis, P.1    Saloff-Coste, L.2
  • 8
    • 0000111609 scopus 로고
    • Sampling from log-concave distributions
    • Correction note (1994) 4 1255
    • FRIEZE, A., KANNAN, R. and POLSON, N. G. (1994). Sampling from log-concave distributions. Ann. Appl. Probab. 4 812-837. [Correction note (1994) 4 1255.]
    • (1994) Ann. Appl. Probab. , vol.4 , pp. 812-837
    • Frieze, A.1    Kannan, R.2    Polson, N.G.3
  • 9
    • 0003275328 scopus 로고
    • Random fields and inverse problems in imaging
    • Springer, Berlin
    • GEMAN, D. (1991). Random Fields and Inverse Problems in Imaging. Lecture Notes in Math. 1427. Springer, Berlin.
    • (1991) Lecture Notes in Math. , vol.1427
    • Geman, D.1
  • 11
    • 3843097430 scopus 로고
    • Multigrid Monte-Carlo method. Conceptual foundations
    • GOODMAN, J. and SOKAL, A. D. (1989). Multigrid Monte-Carlo method. Conceptual foundations. Phys. Rev. D 40 2035-2071.
    • (1989) Phys. Rev. D , vol.40 , pp. 2035-2071
    • Goodman, J.1    Sokal, A.D.2
  • 17
    • 0030551974 scopus 로고    scopus 로고
    • Rates of convergence of the Hastings and Metropolis algorithms
    • MENGERSEN, K. L. and TWEEDIE, R. L. (1996). Rates of convergence of the Hastings and Metropolis algorithms. Ann. Statist. 24 101-121.
    • (1996) Ann. Statist. , vol.24 , pp. 101-121
    • Mengersen, K.L.1    Tweedie, R.L.2
  • 18
    • 84923618271 scopus 로고
    • Minorization conditions and convergence rates for Markov chain Monte Carlo
    • ROSENTHAL, J. S. (1995). Minorization conditions and convergence rates for Markov chain Monte Carlo. J. Amer. Statist. Assoc. 90 558-566.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 558-566
    • Rosenthal, J.S.1
  • 19
    • 0003053548 scopus 로고
    • Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods
    • SMITH, A. F. M. and ROBERTS, G. O. (1993). Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods (with discussion). J. Roy. Statist. Soc. Ser. B 55 3-23.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 3-23
    • Smith, A.F.M.1    Roberts, G.O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.