Gibbs Sampling

Conditional Sampling in Complex Systems

Gibbs sampling simplifies MCMC by sampling each variable conditionally.

Mechanism

Instead of sampling all variables simultaneously:

• each variable is updated in turn

• conditional distributions are used

The advantages of Gibbs sampling are:

• simpler implementation

• effective when conditional distributions are known

Application at MorMag

Used in:

• hierarchical models

• latent variable estimation

• decomposing complex systems into simpler components

Conclusion

Gibbs sampling provides a structured approach to sampling in multi-variable systems.