期刊名称：International Journal of Statistics and Probability
印刷版ISSN：1927-7032
电子版ISSN：1927-7040
出版年度：2016
卷号：5
期号：1
页码：51
DOI：10.5539/ijsp.v5n1p51
出版社：Canadian Center of Science and Education
摘要：We examine the convergence properties of some simple Gibbs sampler examples under various scans. We find some surprising results, including Gibbs samplers where deterministic-scan is much more efficient than random-scan, and other samplers where the opposite is true. We also present an example where the convergence takes precisely the same time with any fixed deterministic scan, but modifying the scan in any way leads to significantly slower convergence.
Loading...
