Gibbs sampler (source code)

= Gibbs sampler
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= Gibbs sampling
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For a joint density $f_{XY}$, a two-coordinate Gibbs update draws
$$
Y_m\sim f_{Y\mid X}(\,\cdot\mid X_{m-1}),
\qquad
X_m\sim f_{X\mid Y}(\,\cdot\mid Y_m).
$$