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Gibbs sampler

For a joint density

f_{X Y}

, a two-coordinate Gibbs update draws

Y_{m} \sim f_{Y ∣ X} (\cdot ∣ X_{m - 1}), X_{m} \sim f_{X ∣ Y} (\cdot ∣ Y_{m}) .

Table of contents 86 2
- Stationarity of the two-coordinate Gibbs sampler Gibbs sampler 23
- Normal mean-precision Gibbs sampler Gibbs sampler 43

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