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Gibbs Sampling, Exponential Families and Orthogonal Polynomials
Family convergence rate gibbs sampler standard index
2015/7/8
We give families of examples where sharp rates of convergence to stationarity of the widely used Gibbs sampler are available. The examples involve standard exponential families and their conjugate pri...
A Mermin--Wagner theorem for quantum Gibbs states on 2D graphs, I
quantum bosonic system with continuous spins symmetry group the Feynman–Kac representation bi-dimensional graphs Gibbs states
2012/6/25
This is the the first of a series of papers considering properties of quantum systems over 2D graphs or manifolds, with continuous spins. In the model considered here the phase space of a single spin ...
Abstract: We determine the mixing time of a simple Gibbs sampler on the unit simplex, confirming a conjecture of D. Aldous. The upper bound is based on a two-step coupling, where the first step is a s...
Developments in perfect simulation for Gibbs measures
Perfect Simulation Stochastic Order Gibbs Measures
2011/8/30
Abstract: This paper deals with the problem of perfect sampling from a Gibbs measure with infinite range interactions. We present some sufficient conditions for the extinction of processes which are l...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
In this paper we study the asymptotic behaviour of the escape rate of a Gibbs measure supported on a conformal repeller through a small hole. There are additional applications to the convergence of Ha...
典型Gibbs态与可逆随机场
2007/12/11
本文找到随机场相空间尾代数的原子集的形态。在这基础上提出一类一般的无穷质点系的随机演化模型,它包括已有的模型,在状态有限的情形证明了在一定条件下,势为V的典型Gibbs态集可用一类可逆随机场来刻划。