期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2010
卷号：72
期号：1
页码：136-169
DOI：10.1007/s13171-010-0004-7
语种：English
出版社：Indian Statistical Institute
摘要：We give a large family of simple examples where a sharp analysis of the Gibbs sampler can be proved by coupling. These examples involve standard statistical models — exponential families with conjugate priors or location families with natural priors. Our main approach uses a single eigenfunction (always explicitly available in the examples in question) and stochastic monotonicity. We give a satisfactory treatment of several examples that have defeated previous attempts at analysis.
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