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math.PR2014★ 3 cited
Convergence Rates for Hierarchical Gibbs Samplers
Oliver Jovanovski, Neal Madras
We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian in…
math.PR2014
Convergence bound in total variation for an image restoration model
Oliver Jovanovski
We consider a stochastic image restoration model proposed by A. Gibbs (2004), and give an upper bound on the time it takes for a Markov chain defined by this model to be ε- close i…