Slide 8
Slide 8 text
Gibbs Sampling
• Special form of the Metropolis
Hastings
• Slow if parameters are dependent in
the posterior
Algorithm
• Sample
from (
|−1
−
, )
−1
−
= (
1
, … ,
−1
−1
+1
, … , −1
)
Gelman [2] and Aki’s ch11 slides
Rohit Goswami (Presented to the Turku Data Science Group) Markov Chain Simulations June 12, 2020 8 13