Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-216/1/e/solution

Put . The Weighted graph Laplacian of the tree is defined by
Multiplication of the Gaussian likelihood by the prior shows that, conditionally on the precision parameter ,
Completing the square therefore gives
As a function of , the posterior density is
so, in shape-rate notation,
The precision matrix has the sparsity pattern of a tree. A sparse Cholesky decomposition and its triangular solves have cost and storage on this graph, while the gamma update also costs . Hence each systematic-scan Gibbs sampler iteration costs .

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