Exercise 24.1 - Gibbs sampling from a 2D Gaussian

Answers

The results follow (4.69):

p ( x 1 | x 2 ) = 𝒩 ( x 1 | μ , σ 2 ) ,

where:

σ 2 = 1 ( 0.5 ) × ( 0.5 ) = 0.75 ,

μ = 1 + ( 0.5 ) × ( x 2 1 ) .

The symmetric result holds for p ( x 2 | x 1 ) .

User profile picture
2021-03-24 13:42
Comments