Gibbs sampling

English

Etymology

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

Noun

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

• Gibbs sampler