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I've recently discovered Bayesian statistics, currently I am experimenting with Openbugs, yet I cant grasp the concept of what happens with the inputted data. I understand mcmc, yet all of examples I've seen were connected with some sort of integration, not the actual fitting of model to data.

Can someone explain to me, what happens with the inputted data in context of Gibbs Sampler?

Thank you.

  • In that post there is not explained exactly what happens with a dataset, only random walking and decision making according to criteria..correct me if i am wrong.. – sdgaw erzswer Nov 03 '15 at 10:28
  • See answer by Cam.Davidson.Pilon in this thread. – Tim Nov 03 '15 at 10:30

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