gibbs_sampler

These are exercises from Ch12 in the Probability & Statistics text by DeGroot & Schervish.
I did this to learn the basics of MCMC (Markov Chain Monte Carlo). These are the sections I looked at:

• 12.2: Simulations (warm-up to MCMC)
• 12.5: Markov Chain Monte Carlo

I also did some pen & paper exercises as well but the learning from those don't necessarily transfer to being able to implement the sampler.

This turned out to be much harder than expected. I love the DeGroot & Schervish text but, there are no code examples in the book or in the solutions. Overall, I don't really recommend learning MCMC from this text. There must be better references.

These resources were also helpful:

• https://jwmi.github.io/BMS/chapter6-gibbs-sampling.pdf .
• http://www2.stat.duke.edu/~rcs46/modern_bayes17/lecturesModernBayes17/lecture-7/07-gibbs.pdf