What's the difference between SubscribeOn and ObserveOn

I just discovered SubscribeOn, which makes me wonder if I should be using that instead of ObserveOn. Google took me here and here, but neither have helped me grok the difference: it seems incredibly subtle.

(In my context, I've got events 'coming up' on a non-gui thread, and I need to switch over to a gui thread before using the event data to update controls).