On the convergence rate of the “out-of-order” block Gibbs sampler
نویسندگان
چکیده
A seemingly harmless reordering of the steps in a block Gibbs sampler can actually lead to change invariant distribution. It is shown that, despite altered distribution, “out-of-order” converges at same rate as original Markov chain.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2022
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2022.109538