In this document we give some insight about how Gibbs Sampling works and how the JAGS modelling framework implements it. The hope is that, once the reader will have understood these concepts, building a model to perform Bayesian Inference with JAGS should be much easier or, at least, the reader should be more aware of what happens behind the scenes. We assume the reader to have basic knowledge about probability, sucient to understand the dierence between a probability and a probability density.

A Lightweight Guide on Gibbs Sampling and JAGS

Coro G
2013

Abstract

In this document we give some insight about how Gibbs Sampling works and how the JAGS modelling framework implements it. The hope is that, once the reader will have understood these concepts, building a model to perform Bayesian Inference with JAGS should be much easier or, at least, the reader should be more aware of what happens behind the scenes. We assume the reader to have basic knowledge about probability, sucient to understand the dierence between a probability and a probability density.
2013
Istituto di Scienza e Tecnologie dell'Informazione "Alessandro Faedo" - ISTI
Gibbs sampling
Statistics
Software/Program Verification
Markov Chain Monte Carlo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/262991
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