Comment: Gibbs Sampling, Exponential Families, and Orthogonal Polynomials

Abstract

Comment on ``Gibbs Sampling, Exponential Families, and Orthogonal Polynomials'' [arXiv:0808.3852]

Published in at http://dx.doi.org/10.1214/08-STS252C the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (5)

• General state space Markov chains and MCMC algorithms
• Markov Chain Monte Carlo: Can We Trust the Third Significant Figure?
• Renewal theory and computable convergence rates for geometrically ergodic Markov chains
• Sufficient burn-in for Gibbs samplers for a hierarchical random effects model
• A mixture representation of πwith applications in Markov chain Monte Carlo and perfect sampling

Cited by in corpus (2)

• Convergence Rates of Two-Component MCMC Samplers
• Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms