Methoden vergleichen

	Metropolis-Hastings bei fehlenden Daten	Gibbs Sampling bei fehlenden Daten
Fachgebiet	Bayes-Statistik	Bayes-Statistik
Familie	Bayesian methods	Bayesian methods
Entstehungsjahr	1953 / 1987	1987–1990
Urheber	Metropolis et al. (1953); missing-data extension formalised by Tanner & Wong (1987)	Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)
Typ	MCMC sampler with latent-variable augmentation	Bayesian computational method
Wegweisende Quelle	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.	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.
Aliasnamen	MH with missing data, Metropolis-Hastings data augmentation, MCMC missing data imputation, MH data-augmentation sampler	data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation
Verwandt	6	6
Zusammenfassung	Metropolis-Hastings with missing data treats unobserved values as latent variables and samples them jointly with model parameters inside a single MCMC chain. By augmenting the target distribution to include both parameters and missing values, the algorithm yields properly calibrated posterior inference without discarding incomplete cases or requiring a separate imputation step.	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.