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2.对t=1,2,·,T (a)令x1=X1(t-1). (b)对每个分量j=1,.,d, ()从f(Xz-)中产生候选点X() ()更新x=X() (c)今X(t)=(X(t),,X()(每个候选点都被接受) (d)增加t 注意在上述算法(b)步抽样中,各个分量依次被更新: x1(t)f(x1r2(t-1),…,xa(t-1): r2(t)~f(r2r1(t),x3(t-1),…,xd(t-1) xa(t)~f(zalzi(t),....xd_1(t)). Previous Next First Last Back Forward 22. Èt = 1, 2, · · · , T, (a) -x1 = X1(t − 1). (b) Èzᩲj = 1, . . . , d, (i) lf(Xj |x−j )•)ˇ¿:X∗ j (t). (ii) ç#xj = X∗ j (t). (c) -X(t) = (X∗ 1 (t), . . . , X∗ d (t))(záˇ¿:—…) (d) O\t 5ø3˛„é{(b)⁄ƒ•, àᩲùgç#: x1(t) ∼ f(x1|x2(t − 1), · · · , xd(t − 1)); x2(t) ∼ f(x2|x1(t), x3(t − 1), · · · , xd(t − 1)) . . . xd(t) ∼ f(xd|x1(t), · · · , xd−1(t)). Previous Next First Last Back Forward 2
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