A Brief Overview of Gibbs Sampling
نویسنده
چکیده
Gibbs sampling requires a vector of parameters of interest that are initially unknown. These parameters will be denoted by the vectorΦ . Nuisance parameters, Θ , are also initially unknown. The goal of Gibbs sampling is to find estimates for the parameters of interest in order to determine how well the observable data fits the model of interest, and also whether or not data independent of the observed data fits the model described by the observed data.
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