In statistics and in statistical physics, Gibbs sampling or a Gibbs sampler is aMarkov chain Monte Carlo (MCMC) algorithm for obtaining a sequence of observations which are approximated from a specifiedmultivariate probability distribution (i.e. from
Note of Markov Chain Monte Carlo and Gibbs Sampling : http://pan.baidu.com/s/1jHpWY1o 序:A major limitation towards more widespread implementation of Bayesian approaches is that obtaining thee posterior distribution often requires the integration of