Connectedness conditions for the convergence of the Gibbs sampler

This paper extends Besag's (1994) identifiability conditions to propose convergence conditions for the Gibbs sampler that are independent of the selected version of the conditional distributions. Moreover, we show that the support of the joint distribution must be connected if the Gibbs sampler is to converge under every diffeomorphic reparameterization.

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Year of publication:	1997
Authors:	Hobert, J. P. ; Robert, C. P. ; Goutis, C.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 33.1997, 3, p. 235-240
Publisher:	Elsevier
Keywords:	MCMC algorithm Ergodicity Irreducibility Conditional distribution Arcwise connectedness Reparameterization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074760