On the Geometrical Convergence of Gibbs Sampler inRd
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References listed on IDEAS
- Amit, Y. & Grenander, U., 1991. "Comparing sweep strategies for stochastic relaxation," Journal of Multivariate Analysis, Elsevier, vol. 37(2), pages 197-222, May.
- Amit, Yali, 1991. "On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 82-99, July.
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- Yin, G. & Zhang, Q. & Badowski, G., 2000. "Singularly Perturbed Markov Chains: Convergence and Aggregation," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 208-229, February.
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KeywordsStochastic relaxation; Gibbs sampler; Markov chain; geometrical convergence; Harris recurrence; Monte Carlo Markov chain; Metropolis algorithm; nonlinear autoregression;
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