Using coupling with the Gibbs sampler to assess convergence in animal models.

Abstract excerpt

The coupling method was investigated as a method to assess the convergence of the Gibbs sampler when drawing marginal inferences with an animal model. This method is based on the output of two Markov chains with different starting values but the same conditional deviates. The coupling method shows that the Gibbs sampler has an exponential convergence when the variance components are assumed to be known. All the...

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