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

Abstract
Motivated by de Finetti's representation theorem for partially exchangeable arrays, we want to sample from a distribution with density proportional to . We are particularly interested in the case of an almost exchangeable array ( large). We analyze the rate of convergence of a coordinate Gibbs sampler used to simulate from these measures. We show that for every 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.
View on arXivComments on this paper