Category: null recurrence

Gibbs sampling with incompatible conditionals

An interesting question (with no clear motivation) on X validated wondering why a Gibbs sampler produces NAs… Interesting because multi-layered: The attached R code indeed produces NAs because it calls the Negative Binomial Neg(x¹,p) random generator with a zero success parameter, x¹=0, which automatically returns NAs. This can be escaped by returning a one (1) […]