Gibbs Sampling Using Edward

Gibbs sampling is a MCMC method to draw samples from a complex distribution (usually a posterior in Bayesian inference). In this post I aim to show how to do Gibbs sampling using Edward, "a Python library for probabilistic modeling". If you are new to Edward, you can install the package by following up these steps. In above code x0 and x1 are two place holders for samples of X0X 0X0 and X1X 1X1 from previous iteration. Edward helped us to write Gibbs sampling with less than 10 line of codes.