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Amine Helali

Publications and source records attributed to Amine Helali.

3 recordsLinked to original sources

The convergence rate of the Gibbs sampler for generalized $1-$D Ising model

The rate of convergence of the Gibbs sampler for the generalized one-dimensional Ising model is determined by the second largest eigenvalue of its transition matrix in absolute value denoted by $β^*$. In this paper we generalize a result from Shiu and Chen $(2015)$ for the one-dimensional Ising model with two states which gives a bound for $β^*$ . The method is based on Diaconis and Stroock bound for reversible Markov processes. The new bound presented in this paper improves Ingrassia's $(1994)$ result.

math.PR

The Convergence rate of the Gibbs sampler for the $2-$D Ising model via a geometric bound

We study the geometric bound introduced by Diaconis and Stroock $(1991)$ of the Gibbs sampler for the two-dimensional Ising model with free boundary condition. The obtained result generalizes the method proposed by Shiu and Chen $(2015)$ from dimension one to dimension two. Furthermore we observe that the new bound improves the result given by Ingrassia $(1994)$.

math.PR