Bayesian methodsBayesian / computational

MCMC with Missing Data

MCMC with missing data is a Bayesian computational strategy that treats unobserved values as additional unknown parameters. By alternating between sampling the missing values from their predictive distribution and sampling the model parameters from their posterior, the algorithm produces a valid joint posterior that fully accounts for uncertainty introduced by the missingness.

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Sources

  1. Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860
  2. 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: 10.1080/01621459.1987.10478458

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Referenced by

ScholarGateMCMC with missing data (Markov Chain Monte Carlo with Missing Data). Retrieved 2026-06-04 from https://scholargate.app/en/bayesian/mcmc-with-missing-data