How quickly does the Gibbs sampler converge for logconcave distributions?
Salón 13, Edificio C del IIMASSeminario de Probabilidad y Estadística Resumen The Gibbs sampler is a widely used Markov Chain Monte Carlo algorithm that iteratively samples from conditional distributions of the target probability measure. Assuming log-concavity, we provide a sharp bound on the convergence rate in terms of relative entropy for the random scan version. Imparte PhD. Hugo Lavenant Assistant […]