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| Gibbs Sampling with Measurement Error× | Метрополис-Хастингс при грешка в измерването× | |
|---|---|---|
| Област | Бейсови методи | Бейсови методи |
| Семейство | Bayesian methods | Bayesian methods |
| Година на възникване≠ | 1990–1993 | 1953 (base algorithm); 1990s (measurement-error application) |
| Създател≠ | Gelfand & Smith (Gibbs sampler); Richardson & Gilks (measurement error extension) | Metropolis et al. (1953); measurement-error extension developed in the 1990s Bayesian literature |
| Тип≠ | Bayesian MCMC sampling algorithm | MCMC sampling algorithm |
| Основополагащ източник≠ | Gelfand, A. E. & Smith, A. F. M. (1990). Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association, 85(410), 398–409. DOI ↗ | Carroll, R. J., Ruppert, D., Stefanski, L. A., & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman and Hall/CRC. ISBN: 978-1584886334 |
| Други названия | Gibbs sampler with errors-in-variables, MCMC measurement error model, Bayesian errors-in-variables Gibbs, Gibbs EIV sampling | MH with measurement error, Metropolis-Hastings errors-in-variables, MCMC errors-in-variables, Bayesian errors-in-variables MCMC |
| Свързани≠ | 5 | 4 |
| Резюме≠ | Gibbs sampling with measurement error is a Bayesian MCMC method that jointly estimates unknown true covariate values and model parameters when the observed data are corrupted by measurement error. By treating the latent true values as additional unknowns, it samples all quantities iteratively from their full conditional distributions, propagating measurement uncertainty into every downstream inference. | Metropolis-Hastings with measurement error is a Bayesian MCMC approach that jointly estimates model parameters and the true (unobserved) covariate values when predictors or outcomes are recorded with noise. By treating the latent true values as unknown parameters, it propagates measurement uncertainty fully into posterior inference rather than ignoring it or correcting for it post hoc. |
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