How Rates of Convergence for Gibbs Fields Depend on the Interaction and the Kind of Scanning Used

Yuzhi Cai ()
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Yuzhi Cai: University of Surrey, Department of Mathematics and Statistics

Chapter Chapter 31 in Markov Processes and Controlled Markov Chains, 2002, pp 489-498 from Springer

Abstract: Abstract In this paper we describe recent empirical work using perfect simulation to investigate how rates of convergence for Gibbs fields might depend on the interaction between sites and the kind of scanning used. We also give some experiment results on Kendall’s [8] perfect simulation method for area-interaction process, which show that the repulsive case could be quicker or slower than the attractive case for different choices of the parameters.

Keywords: McMC; Gibbs sampler; Perfect simulation; coalescence time; attractive; repulsive; area-interaction (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-0265-0_31

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DOI: 10.1007/978-1-4613-0265-0_31

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