# Tagged Questions

The Gibbs sampler is a simple form of Markov Chain Monte Carlo simulation, widely used in Bayesian statistics, based on sampling from full conditional distributions for each variable.

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### Sampling a random binary matrix with “Gaussian” probability distribution

Let $A_{ij}$ be a $n\times n$ random binary matrix with probability mass function $P(A)$ given by $$\log P(A)=-\frac 12 \mathrm{tr}\left[\left(A-M\right)^TV\left(A-M\right)\right] + C,$$ where $M$ ...
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### slice sampling within a Gibbs sampler

Questions My questions are: Is the following slice-sampling-within-Gibbs approach valid? Is there a good reference out there that uses, or better yet, justifies it? Context I'm trying to sample ...
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### Gibbs sampler gets stuck in local mode

I am very new to statistics and trying to implement a Gibbs sampler. However, according to wikipedia https://en.wikipedia.org/wiki/Gibbs_sampling and this discussion thread http://metaoptimize.com/qa/...
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### How to sample random variables (x,y) from a bivariate Cauchy distribution using a Gibbs sampler?

A bivariate Cauchy distribution is equivalent to a bivariate t-distribution with 1 degree of freedom.
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### How to test if a cross-covariance matrix is non-zero

The background of my study: In a Gibbs sampling where we sample $X$ (the variable of interests) and $Y$ from $P(X|Y)$ and $P(Y|X)$ respectively, where $X$ and $Y$ are $k$-dimensional random vectors. ...
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### Interpretation of Gibbs sampling in Dirichlet Process posterior calculation

I wonder if anyone who is familiar with Gibbs sampling in the context of Dirichlet Process semi-parametric models could please help clear this question up. In Radford M. Neal's 2000 paper "Markov ...