术语“吉布斯抽样”的详细信息

英译术语:

Gibb's sampling

汉语语境:

吉布斯（Gibbs）抽样可以在给定协方差数据和参数的先验分布条件下获得结构方程参数的后验分布样本。参数的点估计、区阍估计和标准误就可以用这些样本数据计算。然而。在小样本的情况下，不考虑样本规模和似然面形状时，吉布斯抽样能得到较为正确的后验分布。当参数的先验分布充分。它的后验估计值可以被用于对不可识别结构方程模型的参数进行贝叶斯推断。

英语语境:

Gibbs sampling is a powerful technique for statistical inference. It involves little more than sampling from full conditional distributions, which can be both complex and computationally expensive to evaluate. Gilks and Wild have shown that in practice full conditionals are often log-concave, and they proposed a method of adaptive rejection sampling for efficiently sampling from univariate log-concave distributions.