New answers tagged gibbs
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Mathematical Reference for Metropolis-Within-Gibbs Algorithm
Under the positivity assumption required by the Hammersley-Clifford Theorem, the regular Gibbs sampler is stationary wrt the joint distribution and converging.
Adding a Metropolis step instead of ...
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Mathematical Reference for Metropolis-Within-Gibbs Algorithm
If you take the selected index for updating $i$ to be random with some distribution, there is nothing special about metropolis-hastings-within-gibbs (MHWG). It's quite simply just another MH proposal. ...
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