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- Publisher Website: 10.1080/17442508.2019.1623795
- Scopus: eid_2-s2.0-85079767565
- WOS: WOS:000471487800001
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Article: Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric
Title | Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric |
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Authors | |
Keywords | Blocked Gibbs sampler Dobrushin condition random scan Wasserstein metric |
Issue Date | 2020 |
Publisher | Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/17442508.asp |
Citation | Stochastics, 2020, v. 92 n. 2, p. 265-274 How to Cite? |
Abstract | This paper establishes explicit estimates of convergence rates for the blocked Gibbs sampler with random scan under the Dobrushin conditions. The estimates of convergence in the Wasserstein metric are obtained by taking purely analytic approaches. |
Persistent Identifier | http://hdl.handle.net/10722/279510 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.424 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Wang, NY | - |
dc.contributor.author | Yin, G | - |
dc.date.accessioned | 2019-11-01T07:18:45Z | - |
dc.date.available | 2019-11-01T07:18:45Z | - |
dc.date.issued | 2020 | - |
dc.identifier.citation | Stochastics, 2020, v. 92 n. 2, p. 265-274 | - |
dc.identifier.issn | 1744-2508 | - |
dc.identifier.uri | http://hdl.handle.net/10722/279510 | - |
dc.description.abstract | This paper establishes explicit estimates of convergence rates for the blocked Gibbs sampler with random scan under the Dobrushin conditions. The estimates of convergence in the Wasserstein metric are obtained by taking purely analytic approaches. | - |
dc.language | eng | - |
dc.publisher | Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/17442508.asp | - |
dc.relation.ispartof | Stochastics | - |
dc.rights | AOM/Preprint Before Accepted: his article has been accepted for publication in [JOURNAL TITLE], published by Taylor & Francis. AOM/Preprint After Accepted: This is an [original manuscript / preprint] of an article published by Taylor & Francis in [JOURNAL TITLE] on [date of publication], available online: http://www.tandfonline.com/[Article DOI]. Accepted Manuscript (AM) i.e. Postprint This is an Accepted Manuscript of an article published by Taylor & Francis in [JOURNAL TITLE] on [date of publication], available online: http://www.tandfonline.com/[Article DOI]. | - |
dc.subject | Blocked Gibbs sampler | - |
dc.subject | Dobrushin condition | - |
dc.subject | random scan | - |
dc.subject | Wasserstein metric | - |
dc.title | Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric | - |
dc.type | Article | - |
dc.identifier.email | Yin, G: gyin@hku.hk | - |
dc.identifier.authority | Yin, G=rp00831 | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1080/17442508.2019.1623795 | - |
dc.identifier.scopus | eid_2-s2.0-85079767565 | - |
dc.identifier.hkuros | 308629 | - |
dc.identifier.hkuros | 315678 | - |
dc.identifier.volume | 92 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 265 | - |
dc.identifier.epage | 274 | - |
dc.identifier.isi | WOS:000471487800001 | - |
dc.publisher.place | United Kingdom | - |
dc.identifier.issnl | 1744-2508 | - |