Markov Chain Monte Carlo Estimation of the Law of the Mean of a Dirichlet Process
Markov Chain Monte Carlo Estimation of the Law of the Mean of a Dirichlet Process
The distribution M รก of the mean ร รก of a Dirichlet process on the real line, with parameter รก, can be characterized as the invariant distribution of a real Markov chain ร n .In this paper we prove that, if รก has ยฎnite expectation, the rate of convergence (in โฆ