Explaining the Gibbs Sampler
- 1 August 1992
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 46 (3) , 167-174
- https://doi.org/10.1080/00031305.1992.10475878
Abstract
Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of such algorithms, however, may sometimes not be obvious. Here we give a simple explanation of how and why the Gibbs sampler works. We analytically establish its properties in a simple case and provide insight for more complicated cases. There are also a number of examples.Keywords
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