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Gibbs sampling
From Wiktionary, the free dictionary
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English
Etymology
Named after the physicist Josiah Willard Gibbs, in reference to an analogy between the sampling algorithm and statistical physics.
Noun
- (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
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