An introduction to Gibbs sampling
Uses a bivariate discrete probability distribution example to illustrate how Gibbs sampling works in practice. At the end of this video, I provide a formal definition of the algorithm.
This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Gui...
For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here: • A Student's Guide to Bayesian Statistics