On the Geometric Ergodicity of Two-Variable Gibbs Samplers

  title={On the Geometric Ergodicity of Two-Variable Gibbs Samplers},
  author={A. Tan and G. Jones and J. Hobert},
  journal={arXiv: Statistics Theory},
  • A. Tan, G. Jones, J. Hobert
  • Published 2013
  • Mathematics
  • arXiv: Statistics Theory
  • A Markov chain is geometrically ergodic if it converges to its in- variant distribution at a geometric rate in total variation norm. We study geo- metric ergodicity of deterministic and random scan versions of the two-variable Gibbs sampler. We give a sufficient condition which simultaneously guarantees both versions are geometrically ergodic. We also develop a method for simul- taneously establishing that both versions are subgeometrically ergodic. These general results allow us to… CONTINUE READING
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