Võrdle meetodeid

	Laplace'i lähendus	Bayes' regressioon	Ootusepropageerimine (EP)	Markovi ahel-Monte Carlo (MCMC)
Valdkond	Bayesi meetodid	Bayesi meetodid	Bayesi meetodid	Bayesi meetodid
Perekond	Bayesian methods	Bayesian methods	Bayesian methods	Bayesian methods
Tekkeaasta	1986	—	2001	—
Looja	Pierre-Simon Laplace (1774); Bayesian formalisation: Tierney & Kadane (1986)	—	Thomas P. Minka	—
Tüüp	Analytical posterior approximation	Bayesian linear model	Approximate inference algorithm	Posterior sampling algorithm
Algallikas	Tierney, L. & Kadane, J. B. (1986). Accurate approximations for posterior moments and marginal densities. Journal of the American Statistical Association, 81(393), 82–86.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955	Minka, T. P. (2001). Expectation propagation for approximate Bayesian inference. In Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence (UAI-01), pp. 362–369. Morgan Kaufmann.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
Rööpnimetused	Laplace's method, saddle-point approximation (Bayesian), second-order Gaussian approximation, LA	bayesian linear regression, probabilistic regression, bayesian regresyon	EP, expectation propagation, EP algorithm, assumed-density filtering generalisation	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Seotud	3	2	3	3
Kokkuvõte	The Laplace approximation is a classical analytic technique that replaces an intractable posterior distribution with a multivariate Gaussian centred at the posterior mode, using the curvature of the log-posterior at that mode to set the covariance. Formalised for Bayesian statistics by Tierney and Kadane (1986) in their landmark Journal of the American Statistical Association paper, it provides a fast, deterministic alternative to Markov chain Monte Carlo and forms the mathematical core of Integrated Nested Laplace Approximations (INLA).	Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.	Expectation Propagation (EP) is a deterministic message-passing algorithm for approximate posterior inference in Bayesian models, introduced by Thomas P. Minka at UAI 2001. It iteratively refines a set of local approximate factors — each drawn from the exponential family — so that their product closely matches the true intractable posterior, achieving higher accuracy than mean-field variational inference on many probabilistic machine learning tasks.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.