Mixing time of an unaligned Gibbs sampler on the square

Balázs Gerencsér

Stochastic Processes and their Applications, 2019, vol. 129, issue 9, 3570-3584

Abstract: The paper concerns a particular example of the Gibbs sampler and its mixing efficiency. Coordinates of a point are rerandomized in the unit square [0,1]2 to approach a stationary distribution with density proportional to exp(−A2(u−v)2) for (u,v)∈[0,1]2 with some large parameter A.

Keywords: Gibbs sampler; Markov chain; Mixing time (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spa.2018.10.004

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