mistake in gibbs sampler text

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Will Chang

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Nov 24, 2007, 12:26:21 AM11/24/07
to CS281A: Statistical Learning Theory (Fall 2007)
In the "Introduction to MCMC for Machine Learning", section 3.4 "The
Gibbs Sampler", the equation at the bottom of page 21 should have a
"proportional to" sign rather than an equal sign, right?

Also may I assume that it is this unnormalized expression that Problem
2 on HW 5 is asking for?

Percy Liang

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Nov 24, 2007, 1:11:18 AM11/24/07
to cs281a...@googlegroups.com
> In the "Introduction to MCMC for Machine Learning", section 3.4 "The
> Gibbs Sampler", the equation at the bottom of page 21 should have a
> "proportional to" sign rather than an equal sign, right?

Yes, it's a typo.

> Also may I assume that it is this unnormalized expression that Problem
> 2 on HW 5 is asking for?

Yes, that's the general form, but because of conjugacy in the case of
LDA, you can get a closed form expression for the normalized
distribution.

-Percy

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