## Bounding the convergence time of the Gibbs sampler in Bayesian image restoration (1998)

Venue: | BIOMETRIKA |

Citations: | 5 - 1 self |

### BibTeX

@ARTICLE{Gibbs98boundingthe,

author = {Alison L. Gibbs},

title = {Bounding the convergence time of the Gibbs sampler in Bayesian image restoration},

journal = {BIOMETRIKA},

year = {1998},

volume = {87},

pages = {2000}

}

### OpenURL

### Abstract

This paper shows how coupling methodology can be used to give precise, a priori bounds on the convergence time of Markov chain Monte Carlo algorithms for which a partial order exists on the state space which is preserved by the Markov chain transitions. This methodology is applied to give a bound on the convergence time of the random scan Gibbs sampler used in the Bayesian restoration of an image of N pixels. For our algorithm, in which only one pixel is updated at each iteration, the bound is a constant times N². The