مقایسهٔ روش‌ها

	MCMC برای مقایسه مدل	نمونه‌گیری گیبس
حوزه	بیزی	بیزی
خانواده	Bayesian methods	Bayesian methods
سال پیدایش	1995	1984
پدیدآور	Peter J. Green (reversible-jump MCMC); Meng & Wong (bridge sampling)	Stuart Geman & Donald Geman
نوع	Bayesian computational method	MCMC sampling algorithm
منبع بنیادین	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.
نام‌های دیگر	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
مرتبط	5	5
خلاصه	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.