Gibbs Sampling

Gibbs Sampling is a method used in statistics to estimate complex probability distributions. Imagine you want to understand how multiple variables relate, but calculating all at once is difficult. Instead, Gibbs Sampling works by fixing all but one variable and sampling a new value for that variable based on the current state of the others. Repeating this process for each variable in turn, the technique gradually explores possible combinations, eventually creating a representative sample set from the target distribution. This helps in making inferences or predictions about the variables when direct calculation is challenging.