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Gibbs Sampler and Its Variants

In: Monte Carlo Methods

Author

Listed:
  • Adrian Barbu

    (Florida State University, Department of Statistics)

  • Song-Chun Zhu

    (University of California, Los Angeles, Departments of Statistics and Computer Science)

Abstract

The Gibbs sampler [9], first created by the Geman brothers Donald and Stewart, is an MCMC algorithm for obtaining samples from distributions that are difficult to sample.

Suggested Citation

  • Adrian Barbu & Song-Chun Zhu, 2020. "Gibbs Sampler and Its Variants," Springer Books, in: Monte Carlo Methods, chapter 5, pages 97-121, Springer.
    • Handle: RePEc:spr:sprchp:978-981-13-2971-5_5
    DOI: 10.1007/978-981-13-2971-5_5
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