Discussion of the paper "Markov Chains for Exploring Posterior Distributions"
by Luke Tierney (Technical Report #560)
by Kung Sik Chan and Charles J. Geyer
School of Statistics
Univeristy of Iowa
University of Minnesota
Opening Statement
We congratulate Luke Tierney for this paper, which even before its appearance
has done a valuable service in clarifying both theory and practice in this
important area. For example, the discussion of combining strategies in
Section 2.4 helped researchers break away from pure Gibbs sampling in 1991;
it was, for example, part of the reasoning that lead to the
"Metropolis-coupled" scheme of Geyer (1991) mentioned at the end of
Section 2.3.3.
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