Gibbs sampling

== English == === Etymology === Named after the physicist Josiah Willard Gibbs, in reference to an analogy between the sampling algorithm and statistical physics. === Noun === Gibbs sampling (uncountable) (statistics) 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. ==== Related terms ==== Gibbs sampler