Uniform Ergodicity of the Particle Gibbs Sampler
نویسندگان
چکیده
منابع مشابه
Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gibbs samplers [1]. Our main findings are that the essential boundedness of potential functions associated with the i-cSMC algorithm provide necessary and sufficient conditions for the uniform ergodicity of the i-cSMC M...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2015
ISSN: 0303-6898
DOI: 10.1111/sjos.12136