Methoden vergleichen

	Markov-Kette Monte Carlo (MCMC)	Bayesian Model Averaging	Variationelle Inferenz
Fachgebiet	Bayes-Statistik	Bayes-Statistik	Bayes-Statistik
Familie	Bayesian methods	Bayesian methods	Bayesian methods
Entstehungsjahr	—	1999	1999
Urheber	—	Hoeting, Madigan, Raftery & Volinsky	Jordan, Ghahramani, Jaakkola & Saul
Typ	Posterior sampling algorithm	Bayesian model averaging	Approximate Bayesian inference
Wegweisende Quelle	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955	Hoeting, J. A., Madigan, D., Raftery, A. E. & Volinsky, C. T. (1999). Bayesian Model Averaging: A Tutorial. Statistical Science, 14(4), 382–401.	Jordan, M. I., Ghahramani, Z., Jaakkola, T. S., & Saul, L. K. (1999). An introduction to variational methods for graphical models. Machine Learning, 37(2), 183–233.
Aliasnamen	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)	BMA, Bayesian model combination, Bayesian Model Ortalaması (BMA)	VI, variational Bayes, VB, mean-field variational inference
Verwandt	3	5	4
Zusammenfassung	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.	Bayesian Model Averaging (BMA), formalised as a tutorial by Hoeting, Madigan, Raftery and Volinsky in 1999, addresses model uncertainty by averaging over all plausible model specifications rather than selecting a single best model. Each candidate model receives a posterior probability that reflects how well it fits the data given a prior, and predictions or coefficient estimates are formed as weighted averages across the entire model space. This approach reduces the bias and overconfidence that arise when a single selected model is treated as the true one.	Variational inference (VI) is a family of techniques that turn Bayesian posterior computation into an optimisation problem. Instead of drawing samples from the exact posterior — as Markov chain Monte Carlo does — VI posits a simpler, tractable family of distributions and finds the member of that family closest to the true posterior by maximising the evidence lower bound (ELBO). Introduced in its modern graphical-model form by Jordan, Ghahramani, Jaakkola and Saul (1999) and given a comprehensive statistical treatment by Blei, Kucukelbir and McAuliffe (2017), VI is now the standard scalable inference engine in probabilistic machine learning.