Gerencsér Balázs: Mixing time of a Gibbs sampler for an unaligned measure on the square

We are going to look at the mixing time for a nontrivial Gibbs sampler on [0,1]^2 proposed by Diaconis. It is the smallest example presenting unalignment and boundary issues when having a continuous state space. The problem is also a simple case and motivated by statistical methods when using de Finetti priors.