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Stationarity of the two-coordinate Gibbs sampler
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Area of mathematics
Probability and statistics
Statistical inference
Bayesian statistics
Markov chain Monte Carlo
Gibbs sampler
Created
2026-09-24
Updated
2026-10-03
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The joint target
density
is stationary for
a
full Gibbs sweep, since
∫
f
X
(
x
)
f
Y
∣
X
(
y
′
∣
x
)
f
X
∣
Y
(
x
′
∣
y
′
)
d
x
=
f
Y
(
y
′
)
f
X
∣
Y
(
x
′
∣
y
′
)
=
f
X
Y
(
x
′
,
y
′
)
.
(1)
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(8)
Gibbs sampler
Markov chain Monte Carlo
Bayesian statistics
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2025
/
ii
/
Paper 4
/
28L
/
b
/
Solution
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