Bayesian methodsBayesian / computational

Metropolis-Hastings with Measurement Error

Metropolis-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.

Open in MethodMindSoonVideoSoon

Read the full method

Members only

Sign in with a free account to read this section.

Sign in

Sources

  1. Carroll, 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: 978-1584886334
  2. Richardson, S., & Green, P. J. (1997). On Bayesian analysis of mixtures with an unknown number of components. Journal of the Royal Statistical Society: Series B, 59(4), 731-792. DOI: 10.1111/1467-9868.00095

Related methods

Referenced by

ScholarGateMetropolis-Hastings with measurement error (Metropolis-Hastings Algorithm for Bayesian Errors-in-Variables Models). Retrieved 2026-06-04 from https://scholargate.app/en/bayesian/metropolis-hastings-with-measurement-error