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Concentration inequalities for Gibbs sampling under $d_{l_{2}}$-metric


 
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1. Title Title of document Concentration inequalities for Gibbs sampling under $d_{l_{2}}$-metric
 
2. Creator Author's name, affiliation, country Neng-Yi Wang; Huazhong University of Science and Technology; China
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) concentration inequality; Gibbs sampling; coupling method; Dobrushin's uniqueness condition; $d_{l_2}$-metric
 
3. Subject Subject classification 60E15; 65C05
 
4. Description Abstract The aim of this paper is to investigate the Gibbs sampling that's used for computing the mean of observables with respect to some function $f$ depending on a very small number of variables. For this type of observable, by using the $d_{l_{2}}$-metric one obtains the sharp concentration estimate for the empirical mean, which in particular yields the correct speed in the concentration for $f$ depending on a single observable.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-09-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3502
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3502
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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