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10/27/2021
On the convergence rate of the "out-of-order" block Gibbs sampler
It is shown that a seemingly harmless reordering of the steps in a block...
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04/27/2021
Approximating the Spectral Gap of the Pólya-Gamma Gibbs Sampler
The self-adjoint, positive Markov operator defined by the Pólya-Gamma Gi...
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03/10/2021
Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
The emergence of big data has led to a growing interest in so-called con...
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04/29/2020
On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
The emergence of big data has led to so-called convergence complexity an...
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03/21/2020
On the limitations of single-step drift and minorization in Markov chain convergence analysis
Over the last three decades, there has been a considerable effort within...
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10/20/2018
Wasserstein-based methods for convergence complexity analysis of MCMC with application to Albert and Chib's algorithm
Over the last 25 years, techniques based on drift and minorization (d&m)...
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08/27/2018
A Hybrid Alternative to Gibbs Sampling for Bayesian Latent Variable Models
Gibbs sampling is a widely popular Markov chain Monte Carlo algorithm wh...
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12/24/2017
Asymptotically Stable Drift and Minorization for Markov Chains with Application to Albert and Chib's Algorithm
The use of MCMC algorithms in high dimensional Bayesian problems has bec...
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11/18/2017
