Gibbs Sampling

GPTKB entity

Statements (28)
Predicate Object
gptkbp:instanceOf Markov chain
sampling algorithm
gptkbp:application gptkb:Bayesian_networks
image processing
topic modeling
hierarchical models
gptkbp:category gptkb:Monte_Carlo_methods
gptkb:Computational_statistics
Stochastic simulation
gptkbp:convergesTo target joint distribution
https://www.w3.org/2000/01/rdf-schema#label Gibbs Sampling
gptkbp:introducedIn 1984
gptkbp:limitation slow mixing for highly correlated variables
gptkbp:namedAfter gptkb:Josiah_Willard_Gibbs
gptkbp:relatedTo gptkb:Metropolis-Hastings_algorithm
Markov chain
conditional probability
gptkbp:requires full conditional distributions
gptkbp:step sample from conditional distribution
update one variable at a time
gptkbp:supportsAlgorithm iterative
gptkbp:usedFor generating samples from a multivariate probability distribution
gptkbp:usedIn gptkb:machine_learning
Bayesian statistics
statistical inference
gptkbp:bfsParent gptkb:Contrastive_Divergence
gptkb:Bayesian_Learning
gptkbp:bfsLayer 7