Gibbs sampler

GPTKB entity

Statements (24)
Predicate Object
gptkbp:instanceOf Markov chain
gptkbp:application gptkb:Bayesian_networks
spatial statistics
image processing
topic modeling
gptkbp:convergesTo target joint distribution
https://www.w3.org/2000/01/rdf-schema#label Gibbs sampler
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:step sample each variable from its conditional distribution
gptkbp:supportsAlgorithm iterative
stochastic
gptkbp:usedFor sampling from multivariate probability distributions
gptkbp:usedIn gptkb:machine_learning
Bayesian statistics
computational physics
statistical inference
gptkbp:bfsParent gptkb:Donald_Geman
gptkb:Stuart_Geman
gptkbp:bfsLayer 7