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Xi'an
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Gibbs Sampler - Howoutput: how many markovMarkov chains?

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Xi'an
  • 107.7k
  • 13
  • 190
  • 676

when i runWhen running a gibbsGibbs sampler (lets say forfor $n=200$ Iterations) with two full condiontoalsconditionals, i getI get the output $\mathbf{x} = (x_1^{(n)},x_2^{(n)})_{n \in [1,...,200]}$$\mathbf{x} = (x_1^{(n)},x_2^{(n)})_{n =1,...,200}$.

So $\mathbf{x}$ areis the realazationsrealizations of a gibbs markovGibbs Markov chain, the so called gibbs sequenzGibbs sequence. but are $(x_1^{(n)})_{n \in [1,...,200]}, (x_2^{(n)})_{n \in [1,...,100]}$ both realizations of a markovMarkov chain too ?

when i run a gibbs sampler (lets say for $n=200$ Iterations) with two full condiontoals, i get the output $\mathbf{x} = (x_1^{(n)},x_2^{(n)})_{n \in [1,...,200]}$.

So $\mathbf{x}$ are the realazations of a gibbs markov chain, the so called gibbs sequenz. but are $(x_1^{(n)})_{n \in [1,...,200]}, (x_2^{(n)})_{n \in [1,...,100]}$ both realizations of a markov chain too ?

When running a Gibbs sampler (for $n=200$ Iterations) with two full conditionals, I get the output $\mathbf{x} = (x_1^{(n)},x_2^{(n)})_{n =1,...,200}$.

So $\mathbf{x}$ is the realizations of a Gibbs Markov chain, the so called Gibbs sequence. but are $(x_1^{(n)})_{n \in [1,...,200]}, (x_2^{(n)})_{n \in [1,...,100]}$ both realizations of a Markov chain too ?

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Gibbs Sampler - How many markov chains?

when i run a gibbs sampler (lets say for $n=200$ Iterations) with two full condiontoals, i get the output $\mathbf{x} = (x_1^{(n)},x_2^{(n)})_{n \in [1,...,200]}$.

So $\mathbf{x}$ are the realazations of a gibbs markov chain, the so called gibbs sequenz. but are $(x_1^{(n)})_{n \in [1,...,200]}, (x_2^{(n)})_{n \in [1,...,100]}$ both realizations of a markov chain too ?