Gibbs sampling

From Wiktionary, the free dictionary
Jump to navigation Jump to search

English[edit]

English Wikipedia has an article on:
Wikipedia

Etymology[edit]

Named after the physicist Josiah Willard Gibbs, in reference to an analogy between the sampling algorithm and statistical physics.

Noun[edit]

Gibbs sampling (uncountable)

  1. (statistics) A Markov chain Monte Carlo algorithm for obtaining a sequence of observations which are approximated from a specified multivariate probability distribution, when direct sampling is difficult.

Related terms[edit]

Retrieved from "https://en.wiktionary.org/w/index.php?title=Gibbs_sampling&oldid=53319764"