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Asymptotic Behavior of the Gibbs Sampler
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Asymptotic Behavior of the Gibbs Sampler
Asymptotic Behavior of the Gibbs Sampler
Author:
KC
K. S. Chan
K. S. Chan
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1 March 1993
journal article
Published by
JSTOR
in
Journal of the American Statistical Association
Vol. 88
(421)
,
320
DOI:
10.2307/2290727
Abstract
Mild sufficient conditions for the ergodicity of the Gibbs sampler are obtained. The geometric ergodicity of the Gibbs sampler is then discussed, where the main...
Keywords
ASYMPTOTIC BEHAVIOR OF THE GIBBS
BEHAVIOR OF THE GIBBS SAMPLER
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