Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler
Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler
Summary In this paper many convergence issues concerning the implementation of the Gibbs sampler are investigated. Exact computable rates of convergence for Gaussian target distributions are obtained. Different random and non-random updating strategies and blocking combinations are compared using the rates. The effect of dimensionality and correlation structure on the …