Compara mètodes

	MCMC amb error de mesura	Campionament de Gibbs
Camp	Bayesià	Bayesià
Família	Bayesian methods	Bayesian methods
Any d'origen	1993	1984
Autor original	Richardson & Gilks; Carroll, Ruppert & Stefanski	Stuart Geman & Donald Geman
Tipus	Bayesian computational estimation	MCMC sampling algorithm
Font seminal	Carroll, R. J., Ruppert, D., Stefanski, L. A. & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman & Hall/CRC. ISBN: 978-1584886334	Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741.
Àlies	MCMC errors-in-variables, Bayesian measurement error MCMC, MCMC misclassification model, Bayesian errors-in-variables	Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Relacionats	6	5
Resum	MCMC with measurement error applies Markov chain Monte Carlo sampling to Bayesian models that explicitly account for the fact that covariates or outcomes are observed with error. By treating the true, unobserved values as latent variables and sampling their joint posterior alongside all other parameters, the method corrects for attenuation bias and produces valid inference even when some variables cannot be measured exactly.	Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form.