We consider various versions of adaptive Gibbs and Metropolis-
within-Gibbs samplers, which update their selection probabilities (and perhaps also their proposal distributions) on the
fly during a run, by learning
as they go in an attempt to optimise the algorithm. We present a cautionary
example of how even a simple-seeming adaptive Gibbs sampler may fail to
converge. We then present various positive results guaranteeing convergence
of adaptive Gibbs samplers under certain conditions
