Surprising Convergence Properties of Some Simple Gibbs Samplers under Various Scans
Surprising Convergence Properties of Some Simple Gibbs Samplers under Various Scans
复制标题
一些简单吉布斯采样器在不同扫描下的惊人收敛特性
DOI：
10.5539/ijsp.v5n1p51
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发表时间：
2015
期刊：
影响因子：
--
通讯作者：
J. Rosenthal
中科院分区：
文献类型：
--
作者：
G. Roberts;J. Rosenthal
We examine the convergence properties of some simple Gibbs sampler examples under various scans. We find some surprising results, including Gibbs samplers where deterministic-scan is much more efficient than random-scan, and other samplers where the opposite is true. We also present an example where the convergence takes precisely the same time with any fixed deterministic scan, but modifying the scan in any way leads to significantly slower convergence.
