This paper develops an extension of the Riemann sum techniques of Philippe (1997b) in the setup of MCMCC algorithms. It shows that the technique applies equally well to the output of these algorithms, with similar speeds of convergence which improve upon the regular estimator. The restriction on...

Gibbs sampling has had great success in the analysis of mixture models. In particular, the "latent varaible" formulation of the mixture model greatly reduces computational complexity. However, one failing of this approach is the possible existence of almost-absorbing states, called trapping...