文章基本信息

标题：Gibbs sampling, conjugate priors and coupling
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作者：Persi Diaconis Stanford University ; Palo Alto ; USA Kshitij Khare University of Florida, Gainesville 等
期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2010
卷号：72
期号：01
页码：136--169
出版社：Indian Statistical Institute
摘要：We give a large family of simple examples where a sharp analysis of the Gibbs sampler can be proved by coupling. These examples involve standard statis- tical models { exponential families with conjugate priors or location families with natural priors. Our main approach uses a single eigenfunction (always explicitly available in the examples in question) and stochastic monotonic- ity. We give a satisfactory treatment of several examples that have defeated previous attempts at analysis.
关键词：Gibbs sampling, exponential families, stochastic monotonicity, coupling, location families.