Gibbs sampling

短语

释义与例句

n.
  1. 1.

    A Markov chain Monte Carlo algorithm for obtaining a sequence of observations which are approximated from a specified multivariate probability distribution, when direct sampling is difficult.

    不可数 数学

词源

Named after the physicist Josiah Willard Gibbs, in reference to an analogy between the sampling algorithm and statistical physics.

来源:wiktionary