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International Conference on Statistics, Combinatorics and Related Areas and the Eighth International Conference of Forum for Interdisciplinary Mathematics
December 19-21, 2001
School of Mathematics and Applied Statistics, University of Wollongong
Wollongong, NSW, Australia

Organizers
Satya N. Mishra (University of South Alabama), Chandra M. Gulati (University of Wollongong)

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Slow Convergence of MCMC Samplers
by
Claude Belisle
Laval University (Quebec City)

The author will present a class of MCMC samplers which includes the hit-and-run sampler and the Gibbs sampler. Their convergence properties will be discussed. In particular, it will be shown that the convergence of these popular samplers can be arbitrarily slow.

Belisle's Home Page

Date received: October 18, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caid-49.