There are different kinds of MCMC algorithms: Metropolis-Hastings, Gibbs, importance/rejection sampling (related).

Why would one use Gibbs sampling instead of Metropolis-Hastings? I suspect there are cases when inference is more tractable with Gibbs sampling than with Metropolis-Hastings, but I am not clear on the specifics.

There are different kinds of MCMC algorithms:

• Metropolis-Hastings
• Gibbs
• Importance/rejection sampling (related).

Why would one use Gibbs sampling instead of Metropolis-Hastings? I suspect there are cases when inference is more tractable with Gibbs sampling than with Metropolis-Hastings, but I am not clear on the specifics.

There are several different kinds of MCMC algorithms: Metropolis-Hastings, Gibbs, importance/rejection sampling (related).

Why would someone go with Gibbs sampling instead of Metropolis-Hastings? I suspect there are cases when inference is more tractable with Gibbs sampling than with Metropolis-Hastings, but I am not clear on the specifics. Any help appreciated.

There are different kinds of MCMC algorithms: Metropolis-Hastings, Gibbs, importance/rejection sampling (related).

Why would one use Gibbs sampling instead of Metropolis-Hastings? I suspect there are cases when inference is more tractable with Gibbs sampling than with Metropolis-Hastings, but I am not clear on the specifics.