Võrdle meetodeid

	MCMC mudelivõrdluseks	Gibbs Sampling
Valdkond	Bayesi meetodid	Bayesi meetodid
Perekond	Bayesian methods	Bayesian methods
Tekkeaasta	1995	1984
Looja	Peter J. Green (reversible-jump MCMC); Meng & Wong (bridge sampling)	Stuart Geman & Donald Geman
Tüüp	Bayesian computational method	MCMC sampling algorithm
Algallikas	Green, P. J. (1995). Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika, 82(4), 711–732.	Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741.
Rööpnimetused	reversible-jump MCMC, RJMCMC, marginal likelihood estimation via MCMC, Bayesian model selection via MCMC	Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Seotud	5	5
Kokkuvõte	MCMC for model comparison uses Markov chain Monte Carlo algorithms to estimate the marginal likelihoods and Bayes factors needed to formally compare competing statistical models. Techniques such as reversible-jump MCMC and bridge sampling allow exploration across model spaces of different dimensionality, enabling fully Bayesian model selection and averaging.	Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form.