A Bound on the Rate of Convergence for the Discrete Gibbs Sampler
Dinwoodie, I. H.; Dinwoodie I. H.; Tulane University
Журнал:
Probability in the Engineering and Informational Sciences
Дата:
1995
Аннотация:
We give a computable bound on the rate of convergence of the occupation measure for the Gibbs sampler to the stationary distribution.
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