Abstract

Gibbs samplers derived under different parametrizations of the target density can have radically different rates of convergence. In this article, we specify conditions under which reparametrization leaves the convergence rate of a Gibbs chain unchanged. An example illustrates how these results can be exploited in convergence rate analyses.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call