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On reparametrization and the Gibbs sampler (2013)
by
Jorge Carlos Román
,
James P. Hobert
,
Brett Presnell
| Citations: | 3 - 3 self |
BibTeX
@TECHREPORT{Román13onreparametrization,
author = {Jorge Carlos Román and James P. Hobert and Brett Presnell},
title = {On reparametrization and the Gibbs sampler},
institution = {},
year = {2013}
}
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Abstract
Gibbs samplers derived under different parametrizations of the target density can have radically different rates of convergence. In this article, we specify conditions under which reparametrization leaves the convergence rate of a Gibbs chain unchanged. An example illus-trates how these results can be exploited in convergence rate analyses. 1
