Gibbs Sampling, Conjugate Priors and Coupling
نویسندگان
چکیده
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.
منابع مشابه
Gibbs Sampling, Exponential Families and Coupling
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