Vertaile menetelmiä
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| Gibbs-otanta× | Hierarkkinen Bayesiläinen päättely× | |
|---|---|---|
| Tieteenala | Bayesilainen tilastotiede | Bayesilainen tilastotiede |
| Menetelmäperhe | Bayesian methods | Bayesian methods |
| Syntyvuosi≠ | 1984 | 1972 (Lindley & Smith); consolidated 1995–2013 |
| Kehittäjä≠ | Stuart Geman & Donald Geman | Lindley & Smith; Gelman et al. |
| Tyyppi≠ | MCMC sampling algorithm | Bayesian multilevel model |
| Alkuperäislähde≠ | 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. DOI ↗ | 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 |
| Rinnakkaisnimet | Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling | multilevel Bayesian modeling, Bayesian hierarchical model, nested Bayesian model, partial pooling model |
| Liittyvät≠ | 5 | 6 |
| Tiivistelmä≠ | 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. | Hierarchical Bayesian inference is a probabilistic modeling framework that organises parameters into levels, placing priors on the group-level parameters and hyperpriors on the parameters governing those priors. It enables partial pooling of information across groups, balancing the extremes of treating each group as independent or merging them into a single estimate. |
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