Recall Gibbs sampling for target distribution p(x) = p(x1,...,xd): for each j = {1,,d}, draw t...

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Recall Gibbs sampling for target distribution p(x) = p(x1,...,xd): for each j = {1,,d}, draw t ~ p(x; rest) and set x; = t. Show that p(x) is the stationary distribution of the Markov chain defined by this procedure. Recall Gibbs sampling for target distribution p(x) = p(x1,...,xd): for each j = {1,,d}, draw t ~ p(x; rest) and set x; = t. Show that p(x) is the stationary distribution of the Markov chain defined by this procedure.