(Tanner, 1996) Show that if θ(t) ∼ πt and if the stationary distribution is the…

/in /by

(Tanner, 1996) Show that if θ(t) ∼ πt and if the stationary distribution is the posterior density associated with f(x|θ) and π(θ), the weight

 

converges to the marginal m(x)

 

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