Investigate for toy two-dimensional gaussian distribution

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The transition matrix T(x'; x) defined by a complete update of all variables in some fixed order does not satisfy detailed balance. If the updates were in a random order, then T would be symmetric. Investigate, for the toy two-dimensional Gaussian distribution, the assertion that the advantages of overrelaxation are lost if the overrelaxed updates are made in a random order.

Reference no: EM131319144

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