Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data

Balázs Gerencsér and Andrea Ottolini

Stochastic Processes and their Applications, 2023, vol. 165, issue C, 440-464

Abstract: Motivated by de Finetti’s representation theorem for almost exchangeable arrays, we want to sample p∈[0,1]d from a distribution with density proportional to exp(−A2∑iKeywords: Gibbs sampler; Markov chain; Mixing time (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spa.2023.08.008

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