Answers are grounded in this paper and cite their sources.
James P. Hobert, George Casella, Functional Compatibility, Markov Chains, and Gibbs Sampling with Improper Posteriors, Journal of Computational and Graphical Statistics, Vol. 7, No. 1 (Mar., 1998), pp. 42-60
No takes yet. Share an insight, caveat, or question.
Hobert et al. (1998) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: