On the Convergence Complexity of Gibbs Samplers for a Family of Simple Bayesian Random Effects Models
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DOI: 10.1007/s11009-020-09808-8
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- Asmussen, Søren & Glynn, Peter W., 2011. "A new proof of convergence of MCMC via the ergodic theorem," Statistics & Probability Letters, Elsevier, vol. 81(10), pages 1482-1485, October.
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- Komorowski, Tomasz & Walczuk, Anna, 2012. "Central limit theorem for Markov processes with spectral gap in the Wasserstein metric," Stochastic Processes and their Applications, Elsevier, vol. 122(5), pages 2155-2184.
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Keywords
Convergence rate; Geometric ergodicity; High-dimensional inference; Monte Carlo; Quantitative bound; Spectral gap; Total variation distance; Trace-class operator; Wasserstein distance;All these keywords.
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