Another MCMC Method. Gibbs sampling is great for multivariate distributions where conditional densities are easy to sample from.
To emphasize a point in the video:
First sample is (x0,y0)
Next Sample is (x1,y1)
Next Sample is (x2,y2)
...
That is, we update all variables once to get a new sample.
Intro MCMC Video : • Markov Chain Monte Car...
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