Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-37/5/d/1/solution

The algorithm is a Random-scan Gibbs sampler. Start at a point where the target is positive, with a proper normalizing integral and well-defined full conditional distributions. Its state is the entire coordinate vector. Choosing the initial point fixes the initial law; it need not already be the invariant law. The transition rule below preserves the target irrespective of this choice.

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