A Gibbs Sampler on the n-Simplex

Details A Gibbs Sampler on the n-Simplex A Gibbs Sampler on the n-Simplex

2011-07-28

arxiv.org/abs/1107.5829v1

Mathematics

Probability

16 pages

Scientific paper

We determine the mixing time of a simple Gibbs sampler on the unit simplex, confirming a conjecture of D. Aldous. The upper bound is based on a two-step coupling, where the first step is a simple contraction argument and the second step is a non-Markovian coupling. We also present a MCMC-based perfect sampling algorithm that is based on our proof and which can be applied to Gibbs samplers that are harder to analyze.

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