Abstract
We prove that Gibbs sampler and Metropolis algorithm are asymptotically equivalent in annealing for lattices. They are not equivalent in general if there is no lattice structure of the state space.
Work done while the author was at the Center for Stochastic Processes. He is grateful for their hospitality.
Partially supported by National Science Council, Taiwan and the Air Force Office of Scientific Research Contract No. F49620 85C 0144.
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© 1992 Springer-Verlag Berlin Heidelberg
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Tzuu-Shuh, C., Yunshyong, C. (1992). A Comparison of Simulated Annealing of Gibbs Sampler and Metropolis Algorithms. In: Barone, P., Frigessi, A., Piccioni, M. (eds) Stochastic Models, Statistical Methods, and Algorithms in Image Analysis. Lecture Notes in Statistics, vol 74. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2920-9_7
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DOI: https://doi.org/10.1007/978-1-4612-2920-9_7
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