A seemingly harmless reordering of the steps in a block Gibbs sampler can actually lead to a change in the invariant distribution. It is shown that, despite the altered invariant distribution, the “out-of-order” block Gibbs sampler converges at the same rate as the original block Gibbs Markov chain.

中文翻译：

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关于“乱序”块吉布斯采样器的收敛速度

对块 Gibbs 采样器中的步骤进行看似无害的重新排序实际上会导致不变分布发生变化。结果表明，尽管改变了不变分布，“无序”块 Gibbs 采样器以与原始块 Gibbs Markov 链相同的速率收敛。