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math.ST2026
Cost Comparisons for Random and Deterministic Scans in Component-Wise Markov Chains
Youngwoo Kwon
Gibbs samplers, and more generally component-wise Markov chain Monte Carlo algorithms such as Metropolis-within-Gibbs, can be implemented using either random-scan or deterministic-…
math.ST2026
Solidarity of Spectral Gaps for Component-Wise Markov Chains
Youngwoo Kwon, Galin Jones, Qian Qin
Deterministic-scan and random-scan component-wise Markov chain Monte Carlo algorithms, such as Gibbs samplers and conditional Metropolis-Hastings, are popular approaches for sampli…