Difference between revisions of "Gibbs sampling"
From Cohen Courses
Jump to navigationJump to search (Created page with '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') |
|||
| Line 1: | Line 1: | ||
| − | 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 | + | 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 23:17, 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 UsesMethod : Gibbs sampling iterations.
