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arXiv · 1108.5415

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

Aaron Smith
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Abstract

We use a non-Markovian coupling and small modifications of techniques from the theory of finite Markov chains to analyze some Markov chains on continuous state spaces. The first 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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Aaron Smith. 2011-08-27. Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces. https://arxiv.org/abs/1108.5415

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