Implement the Gibbs sampler for the mixture model. Compute (hat{R}) and the autocorrelation of the component means

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Implement the Gibbs sampler for the mixture model. Compute \(\hat{R}\) and the autocorrelation of the component means \(\mu_{k}\). How many samples are required for convergence? How much should the samples be thinned?

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A First Course In Machine Learning

ISBN: 9781498738484

2nd Edition

Authors: Simon Rogers , Mark Girolam

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