A Lightweight Guide on Gibbs Sampling and JAGS

Coro G.

Gibbs sampling  Statistics  Software/Program Verification  Markov Chain Monte Carlo 

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.

Source: ISTI Technical reports, 2013