Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 37 5 d 3 ii Solution Created 2026-10-03 Updated 2026-10-06
Let be the normalized target and its marginal distribution. A coordinate- kernel leaves and has the joint old-new measureThis is symmetric in the old and new state: the common remaining coordinates are fixed and the two conditional factors exchange places. Thus each coordinate kernel satisfies detailed balance. Averaging them with the fixed weights provesIntegrating out the old state proves invariance of . The common normalization cancels, so detailed balance can also be written with the unnormalized target. This establishes detailed balance of a random-scan Gibbs sampler and a reversible Markov chain. Fresh independent random choices make the update a Markov chain, as explained above; invariance is not an assertion that an arbitrarily initialized chain starts in stationarity.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 37 6 i c Solution Created 2026-10-03 Updated 2026-10-06
For , put and . Removing all factors independent of from the posterior distribution gives, for ,A stable implementation uses the difference of the log weights. The conditional log odds areso , a logistic function. For very large , evaluate this logistic expression using the sign of to avoid exponential overflow.
For Gibbs sampling for a finite hidden spin field, initialize any spin configuration. At every step choose uniformly, draw a fresh uniform variable, set spin to with the probability above and to otherwise, and leave all remaining spins fixed. This Random-scan Gibbs sampler has the stated posterior distribution invariant by detailed balance of a random-scan Gibbs sampler. All conditional probabilities are strictly between zero and one. For the one-site case, the conditional probabilities are both .