Trying to wrap my mind around Gibbs Sampling. Across many answers in this same forum, I constantly notice that the examples shown do not actually require an observed data set (First example (with R code); The D&D example*), the same for other sources in the web that try to explain.
Whereas in every equation there is always the conditional on y component:
- As a secondary auxiliary question, I see the D&D example introduces an Accept-Reject algorithm, whereas in most other sources I just see that there is a sampling done from the conditional with no extra step (e.g. here "[Gibbs Sampling] accepts all proposals"). Is there something else I'm missing?