Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 219 3 c Solution 2026-09-28
A Gibbs sampler draws each variable from its full conditional distribution, so every proposed update is accepted. At the start of a sweep define , , andFirst update the reddenings independently asRecompute and , then make the Gaussian updatesandWiththe remaining full conditionals, in the parameterization given in the question, are the scaled inverse chi-squared lawsRepeating these updates in the displayed order gives a complete Gibbs sweep. The formulas assume and nondegenerate sampled predictors; posterior propriety must be checked because the hyperpriors are improper.