Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Gibbs Sampling for Dummies

  1. May 19, 2010 #1
    Hi all,

    I have used Metropolis-Hastings rules in a Markov Chain Monte Carlo (MCMC) algorithm for a few months now. I feel quite confident with this method and I use it frequently for fitting various model parameters to observational data. Already I feel that computational time is really hindering the MCMC method and I require something more efficient.

    I have heard that Gibbs sampling is a more efficient method than Metropolis-Hastings, can anyone confirm this first of all? Second, most of the literature on Gibbs sampling I have Googled is quite confusing to me and I would really appreciate it if anyone knows of a very good and simple guide (i.e. for "dummies") on how to make the upgrade from Metropolis-Hastings to the more advanced Gibbs sampling.

    Thanks in advance,

  2. jcsd
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted