Handwritten Lecture on The Bubbs Sampler | STATS 102A, Study notes of Statistics

Material Type: Notes; Class: Introduction to Computational Statistics with R; Subject: Statistics; University: University of California - Los Angeles; Term: Unknown 1989;

Typology: Study notes

Pre 2010

Uploaded on 08/30/2009

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Che The Gibbs Samply &.| Gibbs Savpling Algor thins Target dist M(B) = Tike Mayo kd) rs Py 208 da) Bey =O ee ad Randem-Scan Gibbs Sampler Let Fhe the vewent Semple for iteration t_ Then af iteration U4 i” Renlemly selut a cw ordi nete L few {ize dy, 2° Draw Y frm tie cond. dtm Wxe| ea) et BSE) - Ge wet, 305 =H) ) jap U x’) Let Baty ber t=12, od, {ast} At Et rheabin - itt) UD it) ) drave Xi ~ TY \ xy ny Yin keel oo Xa Otebal ba lane ; X=(%,-¥4). YV=¥,l¥) KUY, Y)= M4 ¥ea) Sy T(X)KIEY) =S wl %, Xen) WGFead) = T (Stir) We] Se) x Xi = (4. Ben) = Weta) TY), Veal balang ; AE) THUY TIKES, FP) = TE) 14 Zen) = — ST i (Fei) TET) KEY, F) =F) TUE] Ben) =7