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Rates of convergence for a Gibbs sampler on the hypercube

Andrea Ottolini, UW
Monday, February 14, 2022 - 2:30pm to 3:20pm
LOW 105

In his work on partial exchangeability, de Finetti introduced a family of truncated Gaussian measures on \$[0,1]^d\$. One easy-to-implement procedure to get approximate samples from these measures is to run the Gibbs sampler, a Markov chain that suitably updates one (randomly chosen) coordinate at each step. In this talk, I will present some results and open questions concerning its mixing time. This is based on joint work with B. Gerencsér.

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