Gibbs Sampling for the Multivariate Normal
This note is based on Chapter 7 of Hoff PD. A first course in Bayesian statistical methods. Springer Science & Business Media; 2009 Jun 2.
- Gibbs in genetics
The Gibbs Sampler
Gibbs sampler is an iterative algorithm that constructs a dependent sequence of parameter values whose distribution converges to the target joint posterior distribution.