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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...
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...