Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler

In this paper many convergence issues concerning the implementation of the Gibbs sampler are investigated. Exact computable rates of convergence for Gaussian target distributions are obtained. Different random and non-random updating strategies and blocking combinations are compared using the rates....

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Veröffentlicht in:	Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1997, Vol.59 (2), p.291-317
Hauptverfasser:	Roberts, G. O., Sahu, S. K.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayesian Inference Bayesian method Blocking Correlation Structure Covariance matrices Determinism Eigenvalues Exact sciences and technology Gaussian Distribution Gibbs Sampler Image analysis Inference from stochastic processes time series analysis Linear models Markov Chain Monte Carlo Method Markov chains Markov Random Field Mathematics Metropolitan areas Multivariate analysis Parameterization Perceptron convergence procedure Pixels Probability and statistics Random Scan Rates of Convergence Sciences and techniques of general use Statistics Stochastic processes Stochastic Relaxation Updating Schemes
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