Connectedness conditions for the convergence of the Gibbs sampler

J. P. Hobert, C. P. Robert and C. Goutis

Statistics & Probability Letters, 1997, vol. 33, issue 3, 235-240

Abstract: This paper extends Besag's (1994) identifiability conditions to propose convergence conditions for the Gibbs sampler that are independent of the selected version of the conditional distributions. Moreover, we show that the support of the joint distribution must be connected if the Gibbs sampler is to converge under every diffeomorphic reparameterization.

Keywords: MCMC; algorithm; Ergodicity; Irreducibility; Conditional; distribution; Arcwise; connectedness; Reparameterization (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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