Detailed balance of a random-scan Gibbs sampler

ID: detailed-balance-of-a-random-scan-gibbs-sampler

A single-coordinate Gibbs sampler update preserves the remaining coordinates and independently redraws the selected coordinate from its full conditional distribution. The joint measure of old and new states factors into a marginal and two identical conditional factors, making it symmetric. A fixed-probability mixture of such kernels therefore satisfies detailed balance.

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