Gibbs sampling, conjugate priors and coupling
نویسندگان
چکیده
منابع مشابه
Gibbs Sampling, Conjugate Priors and Coupling
We give a large family of simple examples where a sharp analysis of the Gibbs sampler can be proved by coupling. These examples involve standard statistical models – exponential families with conjugate priors or location families with natural priors. Many of them seem difficult to succesfully analyze using spectral or Harris recurrence techniques.
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ژورنال
عنوان ژورنال: Sankhya A
سال: 2010
ISSN: 0976-836X,0976-8378
DOI: 10.1007/s13171-010-0004-7