On Convergence Rates of Gibbs Samplers for Uniform Distributions
نویسندگان
چکیده
We consider a Gibbs sampler applied to the uniform distribution on a bounded region R ⊆ R. We show that the convergence properties of the Gibbs sampler depend greatly on the smoothness of the boundary of R. Indeed, for sufficiently smooth boundaries the sampler is uniformly ergodic, while for jagged boundaries the sampler could fail to even be geometrically ergodic.
منابع مشابه
On convergence rates of Gibbs samplers for uniform distributionsbyGareth
We consider a Gibbs sampler applied to the uniform distribution on a bounded region R R d. We show that the convergence properties of the Gibbs sampler depend greatly on the smoothness of the boundary of R. Indeed, for suuciently smooth boundaries the sampler is uniformly ergodic, while for jagged boundaries the sampler could fail to even be geometrically ergodic.
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