Compara mètodes
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| Cadena de Markov de Monte Carlo (MCMC)× | Mostreig d'Hipercub Llatí× | |
|---|---|---|
| Camp | Simulació | Simulació |
| Família | Process / pipeline | Process / pipeline |
| Any d'origen≠ | 1953 (Metropolis-Hastings); 1984 (Gibbs) | 1979 |
| Autor original≠ | Metropolis et al. (1953); Gibbs sampler formalised by Geman & Geman (1984) | — |
| Tipus≠ | Simulation-based Bayesian inference / numerical integration | Stratified space-filling sampling design |
| Font seminal≠ | Gelman, A., Carlin, J.B., Stern, H.S., Dunson, D.B., Vehtari, A. & Rubin, D.B. (2013). Bayesian Data Analysis (3rd ed.). Chapman & Hall/CRC. DOI ↗ | McKay, M.D., Beckman, R.J. & Conover, W.J. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics, 21(2), 239-245. DOI ↗ |
| Àlies | MCMC, Metropolis-Hastings, Gibbs sampling, Markov Zinciri Monte Carlo (MCMC — Metropolis-Hastings, Gibbs) | LHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design |
| Relacionats≠ | 5 | 4 |
| Resum≠ | Markov Chain Monte Carlo (MCMC) is a family of simulation algorithms that constructs a Markov chain whose stationary distribution is the target posterior, enabling Bayesian inference and high-dimensional integral computation that would otherwise be analytically intractable. Pioneered by Metropolis and colleagues in 1953 and extended by Hastings in 1970, MCMC underpins modern Bayesian statistics. The two most widely used variants are Metropolis-Hastings, which proposes moves from a general proposal distribution, and Gibbs sampling, which draws each parameter in turn from its full conditional distribution. | Latin Hypercube Sampling (LHS) is a stratified space-filling design for computer experiments, introduced by McKay, Beckman, and Conover in 1979. It divides each input variable's range into equally probable strata and draws exactly one sample per stratum, ensuring that the full input space is covered with far fewer model evaluations than standard Monte Carlo simulation requires. It is routinely paired with global sensitivity analysis — particularly Sobol indices — to quantify how much each input drives output variability. |
| ScholarGateConjunt de dades ↗ |
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