Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces

Details Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces

2011-08-27

arxiv.org/abs/1108.5415v1

Mathematics

Probability

19 pages

Scientific paper

We use a non-Markovian coupling and small modi?cations of techniques from the
theory of ?nite Markov chains to analyze some Markov chains on continuous state
spaces. The ?rst is a Gibbs sampler on narrow contingency tables, the second a
gen- eralization of a sampler introduced by Randall and Winkler.

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