Visualization of Gibbs Sampling for 2D Gaussian distribution

Create a simple GIF to visualize how Gibbs sampling samples from a 2D Gaussian distribution.

Code accompanying my blog post: Implementing Gibbs sampling in Python

The true distribution is:

Sampled points using Gibbs sampling and the estimated Gaussian:

See the python notebook for complete code: Gibbs_from_2d_normal.ipynb.