পদ্ধতির তুলনা করুন

	বেয়েশীয় রিগ্রেশন	ব্যাহত সময় সিরিজ (Interrupted Time Series - ITS) বিশ্লেষণ	মার্কভ চেইন মন্টি কার্লো (MCMC)
ক্ষেত্র	বেইসীয়	কার্যকারণ অনুমান	বেইসীয়
পরিবার	Bayesian methods	Regression model	Bayesian methods
উদ্ভবের বছর	—	2002	—
প্রবর্তক	—	Wagner, Soumerai, Zhang & Ross-Degnan (segmented regression); Bernal, Cummins & Gasparrini (tutorial)	—
ধরন	Bayesian linear model	Quasi-experimental segmented regression	Posterior sampling algorithm
মৌলিক উৎস	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955	Bernal, J. L., Cummins, S., & Gasparrini, A. (2017). Interrupted time series regression for the evaluation of public health interventions: a tutorial. International Journal of Epidemiology, 46(1), 348-355.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
অপর নাম	bayesian linear regression, probabilistic regression, bayesian regresyon	ITS analysis, segmented regression of time series, Kesintili Zaman Serisi (ITS) Analizi	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
সম্পর্কিত	2	5	3
সারসংক্ষেপ	Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.	Interrupted Time Series analysis is a quasi-experimental design that estimates the effect of a single, well-dated intervention by comparing the trajectory of an outcome before and after it occurs. Formalised as segmented regression by Wagner and colleagues (2002) and popularised as a public-health evaluation tutorial by Bernal, Cummins and Gasparrini (2017), it separates the intervention's impact into a change in level and a change in slope.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.