Difference between revisions of "Gibbs sampling"
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| − | Gibbs sampling is used to sample from the stable joint distribution of two or more random variables when accurate computation of the integral or a marginal is intractable. Usually some variables in this set of random variables are the actual observables and hence there values need not be sampled in the [[ UsesMethod :: Gibbs sampling ]] iterations. | + | Gibbs sampling is used to sample from the stable joint distribution of two or more random variables when accurate computation of the integral or a marginal is intractable. Usually some variables in this set of random variables are the actual observables and hence there values need not be sampled in the [[UsesMethod :: Gibbs sampling]] iterations. |
Revision as of 23:18, 31 March 2011
Gibbs sampling is used to sample from the stable joint distribution of two or more random variables when accurate computation of the integral or a marginal is intractable. Usually some variables in this set of random variables are the actual observables and hence there values need not be sampled in the Gibbs sampling iterations.
