小白都能读懂的Gibbs Sampling
Gibbs Sampling假设二维场景下,状态(x, y)转移到(x’, y’),可以分为三种场景平行于y轴转移,如上图中从状态A转移到状态B平行于x轴转移,如上图中从状态A转移到状态C其他情况转移,如上图从状态A转移到状态DA->B:p(x1,y1)p(y2∣x1)=p(x1)p(y1∣x1)p(y2∣x1)p(x_{1},y_{1})p(y_{2}|x_{1}) = p(x_{1})p(y_{1}|x_{1})p(y_{2}|x_{1})p(x1,y1)p(y2∣x