BlockStudentTMetropolis[logpdf, x0, s, V, n] generates n updates for a set of conditional indepdent random variables starting from x0. The target distribution p[x] is provided by logpdf[x, indices] = Log[p[x, indices]] for any subset x[[indices]] of x. The symmetric proprosal distribution is the student T distribution with mean being the current value, (co)variance s^2 V, and degree infinity. |