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Article: Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric

TitleConvergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric
Authors
KeywordsBlocked Gibbs sampler
Dobrushin condition
random scan
Wasserstein metric
Issue Date2020
PublisherTaylor & 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?
AbstractThis 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 Identifierhttp://hdl.handle.net/10722/279510
ISSN
2023 Impact Factor: 0.8
2023 SCImago Journal Rankings: 0.424
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorWang, NY-
dc.contributor.authorYin, G-
dc.date.accessioned2019-11-01T07:18:45Z-
dc.date.available2019-11-01T07:18:45Z-
dc.date.issued2020-
dc.identifier.citationStochastics, 2020, v. 92 n. 2, p. 265-274-
dc.identifier.issn1744-2508-
dc.identifier.urihttp://hdl.handle.net/10722/279510-
dc.description.abstractThis 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.languageeng-
dc.publisherTaylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/17442508.asp-
dc.relation.ispartofStochastics-
dc.rightsAOM/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.subjectBlocked Gibbs sampler-
dc.subjectDobrushin condition-
dc.subjectrandom scan-
dc.subjectWasserstein metric-
dc.titleConvergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric-
dc.typeArticle-
dc.identifier.emailYin, G: gyin@hku.hk-
dc.identifier.authorityYin, G=rp00831-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1080/17442508.2019.1623795-
dc.identifier.scopuseid_2-s2.0-85079767565-
dc.identifier.hkuros308629-
dc.identifier.hkuros315678-
dc.identifier.volume92-
dc.identifier.issue2-
dc.identifier.spage265-
dc.identifier.epage274-
dc.identifier.isiWOS:000471487800001-
dc.publisher.placeUnited Kingdom-
dc.identifier.issnl1744-2508-

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