Hwang, Chii-Ruey; Sheu, Shuenn-Jyi - In: Journal of Multivariate Analysis 66 (1998) 1, pp. 22-37
The geometrical convergence of the Gibbs sampler for simulating a probability distribution inRdis proved. The distribution has a density which is a bounded perturbation of a log-concave function and satisfies some growth conditions. The analysis is based on a representation of the Gibbs sampler...
