Dear all, I am comparing the convergence behavior between JAGS and a hand-

written code which samples the full conditionals for a simple mixture normal

on the real line. Here is the jags model:

theta ~ dnorm (mu, 3)

d ~ dcat(p)

What surprises me is that the autocorrelation of JAGS samples is much smaller

than the Gibbs sampler I implemented using full conditionals sampling. Can

anyone shed light on the algorithm JAGS uses?

Thanks,

Youyi