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Section 15 of proposed book on Markov chains. This section examines the spectral approach to convergence of Markov chains. The focus is on two-component Gibbs samplers, with applications to the Beta/Binomial and Poisson/Gamma Gibbs samplers.
sdunbarne/SpectralBounds
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Section 15 of proposed book on Markov chains. This section examines the spectral approach to convergence of Markov chains. The focus is on two-component Gibbs samplers, with applications to the Beta/Binomial and Poisson/Gamma Gibbs samplers.
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