ELI5: Explain Like I'm 5

Gibbs sampling

Gibbs sampling is a way to figure out the probability of different things happening based on the things we already know.

Imagine you have a big bag of different colored marbles. You want to figure out the probability of picking a certain color, but you don't want to look through the whole bag.

With Gibbs sampling, you can start by picking one marble at random. Let's say it's blue. Then you can look at the other marbles in the bag and figure out the probability of each one being the same color as the one you just picked.

So if you picked a blue marble, you could look at the other marbles and see how many of them are blue. If there are a lot of blue marbles, then it's more likely that the next marble you pick will also be blue. If there are very few blue marbles, then it's less likely that the next marble you pick will be blue.

You keep using this method of picking a marble and looking at the other marbles to figure out the probability of each one being the same color, and eventually you can get a good idea of the overall probability of picking a certain color from the bag.

This method can be applied to lots of different situations, not just picking marbles. It's a way to use what you already know to figure out what you don't know.