We study convergence properties of MCMC algorithms for mixture models with a Dirichle process mixing distribution. We give conditions for geometric convergence of different Gibbs sampling schemes.
A note on convergence rates of Gibbs sampling for nonparametric mixtures.
PETRONE, SONIA;
1999
Abstract
We study convergence properties of MCMC algorithms for mixture models with a Dirichle process mixing distribution. We give conditions for geometric convergence of different Gibbs sampling schemes.
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