Brendan has this great book, David MacKay’s, *Information Theory, Inference, and Learning Algorithms*, which is also available as a pdf online.

Here’s a visual explanation from that book of Gibbs sampling, p. 370. Gibbs sampling involves estimating a joint probability distribution of two or more random variables (here with x_{1} and x_{2}), by sampling from conditional distributions.

### Like this:

Like Loading...

*Related*