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Metropolis-Hastings med målefejl×MCMC med målefejl×
FagområdeBayesianskBayesiansk
FamilieBayesian methodsBayesian methods
Oprindelsesår1953 (base algorithm); 1990s (measurement-error application)1993
OphavspersonMetropolis et al. (1953); measurement-error extension developed in the 1990s Bayesian literatureRichardson & Gilks; Carroll, Ruppert & Stefanski
TypeMCMC sampling algorithmBayesian computational estimation
Oprindelig kildeCarroll, R. J., Ruppert, D., Stefanski, L. A., & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman and Hall/CRC. ISBN: 978-1584886334Carroll, 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
AliasserMH with measurement error, Metropolis-Hastings errors-in-variables, MCMC errors-in-variables, Bayesian errors-in-variables MCMCMCMC errors-in-variables, Bayesian measurement error MCMC, MCMC misclassification model, Bayesian errors-in-variables
Relaterede46
ResuméMetropolis-Hastings with measurement error is a Bayesian MCMC approach that jointly estimates model parameters and the true (unobserved) covariate values when predictors or outcomes are recorded with noise. By treating the latent true values as unknown parameters, it propagates measurement uncertainty fully into posterior inference rather than ignoring it or correcting for it post hoc.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.
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ScholarGateSammenlign metoder: Metropolis-Hastings with measurement error · MCMC with Measurement Error. Hentet 2026-06-19 fra https://scholargate.app/da/compare