Võrdle meetodeid

	MCMC andata puuduvate andmetega	Metropolis-Hastingsi algoritm
Valdkond	Bayesi meetodid	Bayesi meetodid
Perekond	Bayesian methods	Bayesian methods
Tekkeaasta	1987	1953
Looja	Tanner & Wong (data augmentation); extended by Gelfand & Smith, Rubin	Metropolis et al. (1953); generalised by Hastings (1970)
Tüüp	Bayesian computational method	Markov chain Monte Carlo sampler
Algallikas	Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860	Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., & Teller, E. (1953). Equation of state calculations by fast computing machines. The Journal of Chemical Physics, 21(6), 1087–1092.
Rööpnimetused	MCMC missing data, data augmentation MCMC, Bayesian multiple imputation, MCMC imputation	MH algorithm, M-H algorithm, Metropolis algorithm, Metropolis-Hastings sampler
Seotud	6	5
Kokkuvõte	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.	The Metropolis-Hastings (MH) algorithm is a general-purpose Markov chain Monte Carlo (MCMC) method for drawing samples from any probability distribution whose density can be evaluated up to a normalising constant. Introduced by Metropolis, Rosenbluth, Rosenbluth, Teller, and Teller (1953) in computational physics and generalised by Hastings (1970) to asymmetric proposal distributions, it is the foundational algorithm from which nearly all subsequent MCMC samplers — Gibbs sampling, Hamiltonian Monte Carlo, slice sampling — are derived or can be viewed as special cases.