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Volumn 8, Issue 4, 1998, Pages 1291-1302

On convergence rates of Gibbs samplers for uniform distributions

Author keywords

Curvature; Gibbs sampler; Markov chain; Monte Carlo; Slice sampler; Uniform distribution

Indexed keywords


EID: 0032280918     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1028903381     Document Type: Article
Times cited : (16)

References (14)
  • 1
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    • Brownian motion and the fundamental frequency of a drum
    • BAÑUELOS, R. and CARROLL, T. (1994). Brownian motion and the fundamental frequency of a drum. Duke Math. J. 75 575-602.
    • (1994) Duke Math. J. , vol.75 , pp. 575-602
    • Bañuelos, R.1    Carroll, T.2
  • 4
    • 84950453304 scopus 로고
    • Sampling based approaches to calculating marginal densities
    • GELFAND, A. E. and SMITH, A. F. M. (1990). Sampling based approaches to calculating marginal densities. J. Amer. Statist. Assoc. 85 398-409.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 398-409
    • Gelfand, A.E.1    Smith, A.F.M.2
  • 6
    • 0000941412 scopus 로고
    • 2 spectrum for Markov chains and Markov processes: A generalization of Cheeger's inequality
    • 2 spectrum for Markov chains and Markov processes: a generalization of Cheeger's inequality. Trans. Amer. Math. Soc. 309 557-580.
    • (1988) Trans. Amer. Math. Soc. , vol.309 , pp. 557-580
    • Lawler, G.F.1    Sokal, A.D.2
  • 10
    • 0002074149 scopus 로고    scopus 로고
    • Geometric ergodicity and hybrid Markov chains
    • ROBERTS, G. O. and ROSENTHAL, J. S. (1997a). Geometric ergodicity and hybrid Markov chains. Elec. Comm. Prob. 2 13-25.
    • (1997) Elec. Comm. Prob. , vol.2 , pp. 13-25
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 12
    • 33746388444 scopus 로고    scopus 로고
    • Geometric convergence and central limit theorems for multidimensional-Hastings Metropolis algorithms
    • ROBERTS, G. O. and TWEEDIE, R. L. (1996). Geometric convergence and central limit theorems for multidimensional-Hastings Metropolis algorithms. Biometrika 83 96-110.
    • (1996) Biometrika , vol.83 , pp. 96-110
    • Roberts, G.O.1    Tweedie, R.L.2
  • 13
    • 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 3-24.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 3-24
    • Smith, A.F.M.1    Roberts, G.O.2
  • 14
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • TIERNEY, L. (1994). Markov chains for exploring posterior distributions (with discussion). Ann. Statist. 22 1701-1762.
    • (1994) Ann. Statist. , vol.22 , pp. 1701-1762
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.