Phrase guide
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noun
A Markov chain Monte Carlo algorithm for obtaining a sequence of observations which are approximated from a specified multivariate probability distribution, when direct sampling is difficult.
Definition source: English Wiktionary via Wiktextract
Usage: uncountable
Topics: mathematics, sciences, statistics
No example sentence was provided for this meaning.
Synonyms: none provided
Antonyms: none provided
History
Named after the physicist Josiah Willard Gibbs, in reference to an analogy between the sampling algorithm and statistical physics.
