Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Simulace metodou bootstrap s chybějícími daty× | Gibbsův vzorkovač s chybějícími daty× | |
|---|---|---|
| Obor | Bayesovská statistika | Bayesovská statistika |
| Rodina | Bayesian methods | Bayesian methods |
| Rok vzniku≠ | 1979–1990s | 1987–1990 |
| Tvůrce≠ | Bradley Efron (bootstrap); missing-data extensions by Efron, Little, Rubin and others | Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler) |
| Typ≠ | Resampling simulation | Bayesian computational method |
| Původní zdroj≠ | Efron, B. & Tibshirani, R. J. (1993). An Introduction to the Bootstrap. Chapman and Hall/CRC. ISBN: 978-0412042317 | Tanner, M. A. & Wong, W. H. (1987). The calculation of posterior distributions by data augmentation. Journal of the American Statistical Association, 82(398), 528–540. DOI ↗ |
| Další názvy | bootstrap with missing data, bootstrap imputation simulation, resampling under missingness, bootstrap MI | data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation |
| Příbuzné≠ | 5 | 6 |
| Shrnutí≠ | Bootstrap simulation with missing data combines resampling-based variance estimation with principled handling of incomplete observations. Rather than deleting cases or assuming complete data, the method integrates imputation or weighting directly into the bootstrap loop, propagating the additional uncertainty due to missingness into the final standard errors and confidence intervals. | Gibbs sampling with missing data treats unobserved values as additional unknowns alongside model parameters and samples all of them jointly within a Markov chain Monte Carlo loop. The method alternates between drawing the missing values from their conditional distribution given the parameters and drawing the parameters from their conditional distribution given the completed data, producing a posterior over both simultaneously. |
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