GIBBS SAMPLER CONVERGENCE CRITERIA

This article presents new operational convergence criteria for the Gib bs sampler (GS) and related procedures that are useful for determining whether they not only have converged but also have converged to provi de reliable results. Three GS convergence criteria are presented and a pplied: the difference convergence criterion (DC2), the ratio converge nce criterion (RC(2)), and the anchored ratio convergence criterion (A RC(2)). Their uses and properties are discussed and examples are analy zed to illustrate their application.