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After performing Gibbs sampling, I looked at a trace plot for one of my parameters and it appeared to spike at certain points. Is this possible or is it likely that I just coded my sampler wrong? Gibbs sampling spikes

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    $\begingroup$ We would need more details to make an informed comment! $\endgroup$ – Xi'an Nov 15 '15 at 8:58
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It is possible, particularly if it is plausible that these values would fall into your posterior and that your mixing is not great. In that case you would want more MCMC samples and in practice would usually want to then thin them out. Presumably your autocorrelation plot does not look so great either?

There are of course other explanations including miscoding.

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