I'm trying to perform Gibbs sampling. I've written the algorithm but I'm
not sure how to calculate the jump/step size so that successful
iterations would be independent (Gibbs is MCMC).
I have the data using a step of 1 and I've calculated the autocorrelation
of the data. So I thought the jump size is the size when the
autocorrelation crosses the x axis but this value seems to depend on how
many iterations you perform.
BTW by step size I mean that you take every nth sample (skipping the n-1
samples in between) so that successful data terms are independent.