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Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data

Abstract
Motivated by de Finetti's representation theorem for almost exchangeable arrays, we want to sample from a distribution with density proportional to , where is large and 's are non-negative weights. We analyze the rate of convergence of a coordinate Gibbs sampler used to simulate from these measures. We show that for every non-zero fixed matrix , and large enough , mixing happens in steps in a suitable Wasserstein distance. The upper and lower bounds are explicit and depend on the matrix through few relevant spectral parameters.
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