Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-37/5/d/3/i/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 37 5 d 3 i Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
For the Random-scan Gibbs sampler, the correct transition kernel is a measure, since a one-coordinate update is singular with respect to full-dimensional Lebesgue measure when . Write for all coordinates except . ThenEach Dirac measure fixes an unupdated coordinate. Equivalently, , with placed in coordinate . Replacing this kernel by an ordinary density on the whole product space would omit those fixed-coordinate constraints.
New to topics? Read the docs here!