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.
Gibbs sampling jump/step size
Started by ●March 22, 2012