Rejoinder: Gibbs Sampling, Exponential Families and Orthogonal Polynomials
Diaconis, Persi ; Khare, Kshitij ; Saloff-Coste, Laurent
Statist. Sci., Tome 23 (2008) no. 1, p. 196-200 / Harvested from Project Euclid
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We are thankful to the discussants for their hard, interesting work. The main purpose of our paper was to give reasonably sharp rates of convergence for some simple examples of the Gibbs sampler. We chose examples from expository accounts where direct use of available techniques gave practically useless answers. Careful treatment of these simple examples grew into bivariate modeling and Lancaster families. Since bounding rates of convergence is our primary focus, let us begin there.
Publié le : 2008-05-15
Classification:  
@article{1219339112,
     author = {Diaconis, Persi and Khare, Kshitij and Saloff-Coste, Laurent},
     title = {Rejoinder: Gibbs Sampling, Exponential Families and Orthogonal Polynomials},
     journal = {Statist. Sci.},
     volume = {23},
     number = {1},
     year = {2008},
     pages = { 196-200},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1219339112}
}

Diaconis, Persi; Khare, Kshitij; Saloff-Coste, Laurent. Rejoinder: Gibbs Sampling, Exponential Families and Orthogonal Polynomials. Statist. Sci., Tome 23 (2008) no. 1, pp.  196-200. http://gdmltest.u-ga.fr/item/1219339112/