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arxiv: 1107.5829 · v2 · pith:5QIRYOIDnew · submitted 2011-07-28 · 🧮 math.PR · stat.CO

A Gibbs sampler on the n-simplex

classification 🧮 math.PR stat.CO
keywords gibbscouplingsamplersimplesimplexstepaldousalgorithm
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We determine the mixing time of a simple Gibbs sampler on the unit simplex, confirming a conjecture of Aldous. The upper bound is based on a two-step coupling, where the first step is a simple contraction argument and the second step is a non-Markovian coupling. We also present a MCMC-based perfect sampling algorithm based on our proof which can be applied with Gibbs samplers that are harder to analyze.

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