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| Metropolis-Hastings με Ελλείποντα Δεδομένα× | Δειγματοληψία Gibbs με Ελλιπή Δεδομένα× | |
|---|---|---|
| Πεδίο | Μπεϋζιανή Στατιστική | Μπεϋζιανή Στατιστική |
| Οικογένεια | Bayesian methods | Bayesian methods |
| Έτος προέλευσης≠ | 1953 / 1987 | 1987–1990 |
| Δημιουργός≠ | Metropolis et al. (1953); missing-data extension formalised by Tanner & Wong (1987) | Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler) |
| Τύπος≠ | MCMC sampler with latent-variable augmentation | Bayesian computational method |
| Θεμελιώδης πηγή≠ | 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 ↗ | 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 ↗ |
| Εναλλακτικές ονομασίες | 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 |
| Συναφείς | 6 | 6 |
| Σύνοψη≠ | 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. |
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