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Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution.

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I just learned about Gibbs Sampling which is an MCMC method. Given a distribution $\pi$, we want to sample an item according to $\pi$. Maybe my alternative suggestion would sound somewhat naive … . This will be a true sampling of $\pi$. One could argue that my suggestion demands a PRNG, but Gibbs Sampling uses randomness too when deciding the next state from the neighbors of the current …
asked Aug 12 '17 by Covvar