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：01
页码：136--169
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 statis-
tical 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 monotonic-
ity. We give a satisfactory treatment of several examples that have defeated
previous attempts at analysis.
