Comparar métodos

	Metropolis-Hastings con datos faltantes	Muestreo de Gibbs con datos faltantes
Campo	Bayesiano	Bayesiano
Familia	Bayesian methods	Bayesian methods
Año de origen	1953 / 1987	1987–1990
Autor original	Metropolis et al. (1953); missing-data extension formalised by Tanner & Wong (1987)	Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)
Tipo	MCMC sampler with latent-variable augmentation	Bayesian computational method
Fuente seminal	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.
Alias	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
Relacionados	6	6
Resumen	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.