Hi,

In your phi-irreducibility informal definition (Ch3 p 3) it seems to me like you are missing the condition phi(A) > 0 (at least if you are using the same def as in Douc et al textbook (Ch9, p195), but I could be wrong.

Adrien

Hello,

Small typo here, but in your description of Gibbs sampling, you introduce an index I (upper case i) p12 which happens to not be used (or rather to be used as a lower case i in the next algorithm step).

Adrien

Hello,

Thanks a lot for making these notes available, I'm only at Chapter 2 already am learning a lot from them!
I noticed a mistake in your description of W_k^k in terms of the difference of CDFs Ch2 p18, which is only true for k=1, otherwise this needs to be the kth-power of the difference between the quantile functions. You can for example see Remark 2.30 in Cuturi and Peyré Computational Optimal Transport book.

Adrien