Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-47/5/a/ii/solution
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 47 5 a ii Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Single-component updates propose one coordinate while holding the others fixed, with acceptance based on the resulting target ratio. They are cheap and permit individual scale tuning, but can crawl along a narrow correlated ridge. Block updates propose several coordinates jointly and can follow posterior covariance directions, potentially improving mixing substantially.
A practical compromise uses small correlated blocks, or a full Gaussian block with covariance estimated in a pilot run and rescaled for acceptance. Blocking independent coordinates need not help, and a badly scaled high-dimensional block may be rejected frequently. Compare computing cost per effective draw, rather than acceptance rate alone. A Metropolis-within-Gibbs sweep of coordinate updates and a properly accepted block update both preserve the target.
New to topics? Read the docs here!