22 Gibbs Sampling for Bivariate Normals

mcmc

gibbs

statistics

Published

March 11, 2026

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Gibbs iterations: 80

Independent Target: ρ = 0

Correlated Target: ρ = 0.9

Intermediate updates (xₜ, yₜ₋₁)

Final Gibbs samples (xₜ, yₜ)

Current state