The Gibbs Sampler
The proposal transition T(x,y) in a Metropolis sampler is often an arbitrary choice out of convenience. In many applications, the proposal is chosen to be a locally uniform move. In fact, the use of symmetric and locally uniform proposals is so prevailing that these are often referred to as “unbiased proposals” in the literature.
KeywordsPosterior Distribution Gibbs Sampler Target Distribution Metropolis Algorithm Data Augmentation
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