পদ্ধতির তুলনা করুন

	Spatial MCMC	হ্যামিলটোনিয়ান মন্টি কার্লো
ক্ষেত্র	বেইসীয়	বেইসীয়
পরিবার	Bayesian methods	Bayesian methods
উদ্ভবের বছর	1990s	1987
প্রবর্তক	Gelfand, Smith, and colleagues (early 1990s MCMC for spatial models)	—
ধরন	Bayesian computational method	Gradient-based Markov chain Monte Carlo sampler
মৌলিক উৎস	Banerjee, S., Carlin, B. P., & Gelfand, A. E. (2015). Hierarchical Modeling and Analysis for Spatial Data (2nd ed.). CRC Press. ISBN: 978-1439819173	Duane, S., Kennedy, A. D., Pendleton, B. J., & Roweth, D. (1987). Hybrid Monte Carlo. Physics Letters B, 195(2), 216–222.
অপর নাম	spatial Markov chain Monte Carlo, MCMC for spatial data, spatial Bayesian MCMC, geostatistical MCMC	HMC, Hybrid Monte Carlo, NUTS, No-U-Turn Sampler
সম্পর্কিত	4	3
সারসংক্ষেপ	Spatial MCMC applies Markov chain Monte Carlo sampling to Bayesian models that explicitly account for spatial dependence among observations. It draws posterior samples from models such as conditional autoregressive (CAR), simultaneous autoregressive (SAR), or geostatistical (Gaussian process) models, yielding full uncertainty distributions for spatially structured parameters like random effects, regression coefficients, and spatial range.	Hamiltonian Monte Carlo (HMC) is a gradient-based Markov chain Monte Carlo algorithm that uses the geometry of the log-posterior surface to make large, informed jumps through parameter space instead of the small random steps of classical MCMC. Originally introduced for lattice field theory by Duane, Kennedy, Pendleton, and Roweth (1987) under the name Hybrid Monte Carlo, and brought into mainstream statistics by Radford Neal's authoritative 2011 chapter, HMC is today the default sampler in Stan and PyMC and is widely regarded as the state-of-the-art engine for Bayesian posterior inference in high-dimensional models.