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Glen_b
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Implementing MCMC

I'm writing an MCMC algorithm in R and I'm wondering about the following: say we have two parameters, $\theta_1$ and $\theta_2$. I want to update each one at a time from the corresponding posterior conditional distributions. Say $\theta_1^{(0)}$ and $\theta_2^{(0)}$ are the initial values. Then at iteration 1 I update first $\theta_1$ from

$\theta_1^{(1)} \sim f(\theta_1 | \theta_2^{(0)}, \text{Data})$

Now when updating $\theta_2$, I should use

$\theta_2^{(1)} \sim f(\theta_2 | \theta_1^{(1)}, \text{Data})$

Is there a theoretical problem if when updating $\theta_2$ I use $\theta_1^{(0)}$ I instead of $\theta_1^{(1)}$? That is

$\theta_2^{(1)} \sim f(\theta_2 | \theta_1^{(0)}, \text{Data})$?

Toka Stall
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