A Gibbs sampler on the n -simplex

Authors
Citation
Smith, Aaron, A Gibbs sampler on the n -simplex, Annals of applied probability , 24(1), 2014, pp. 114-130
ISSN journal
10505164
Volume
24
Issue
1
Year of publication
2014
Pages
114 - 130
Database
ACNP
SICI code
Abstract
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.