Nice to meet you everyone.
I’m an engineer of Korea, working on image object recognition.
Any help (especially about my English translation) would be welcomed.

2015년 11월 12일 목요일

Gibbs sampling

1. initial value \(X^{(0)}\)
2. update \(j\)th component by \(p(x_j | x_1^{(i+1)}, \cdots , x_{j-1}^{(i+1)}, x_{j+1}^{(i)}, \cdots , x_n^{(i)})\)
3. repeat

(from wikipedia)

cf. block gibbs sampling
update  \(j\)th component by \(p(x_j | x_1^{(i)}, \cdots , x_{j-1}^{(i)}, x_{j+1}^{(i)}, \cdots , x_n^{(i)})\)

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