2 papers
math.ST2021
On the convergence rate of the "out-of-order" block Gibbs sampler
Zhumengmeng Jin, James P. Hobert
It is shown that a seemingly harmless reordering of the steps in a block Gibbs sampler can actually invalidate the algorithm. In particular, the Markov chain that is simulated by t…
math.ST2021
Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
Zhumengmeng Jin, James P. Hobert
The emergence of big data has led to a growing interest in so-called convergence complexity analysis, which is the study of how the convergence rate of a Monte Carlo Markov chain (…