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math.PR2011
Analysis of Convergence Rates of Some Gibbs Samplers on Continuous State Spaces
Aaron Smith
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…
math.PR2011★ 14 cited
A Gibbs sampler on the -simplex
Aaron Smith
We determine the mixing time of a simple Gibbs sampler on the unit simplex, confirming a conjecture of Aldous. The upper bound is based on a two-step coupling, where the first step…