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Gibbs-otanta puuttuvalla datalla×Monitahinen imputointi×
TieteenalaBayesilainen tilastotiedeTilastotiede
MenetelmäperheBayesian methodsProcess / pipeline
Syntyvuosi1987–19901987
KehittäjäTanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)Donald B. Rubin
TyyppiBayesian computational methodMissing-data handling procedure
AlkuperäislähdeTanner, M. A. & Wong, W. H. (1987). The calculation of posterior distributions by data augmentation. Journal of the American Statistical Association, 82(398), 528–540. DOI ↗Rubin, D.B. (1987). Multiple Imputation for Nonresponse in Surveys. Wiley. DOI ↗
Rinnakkaisnimetdata augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputationMICE, Multivariate Imputation by Chained Equations, Çoklu Atama (Multiple Imputation — MICE)
Liittyvät61
TiivistelmäGibbs sampling with missing data treats unobserved values as additional unknowns alongside model parameters and samples all of them jointly within a Markov chain Monte Carlo loop. The method alternates between drawing the missing values from their conditional distribution given the parameters and drawing the parameters from their conditional distribution given the completed data, producing a posterior over both simultaneously.Multiple Imputation (MI), formally introduced by Donald B. Rubin in 1987, is a principled statistical procedure for handling missing data. Rather than replacing each missing value once, MI fills the gaps m times — each time drawing plausible values from the posterior predictive distribution of the missing data — producing m complete datasets. Each dataset is analysed independently, and the results are combined into a single set of estimates using Rubin's pooling rules. The MICE variant (Multivariate Imputation by Chained Equations), popularised by van Buuren and Groothuis-Oudshoorn (2011), extends the approach to mixed variable types by imputing each variable in turn through a sequence of conditional regression models.
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ScholarGateVertaile menetelmiä: Gibbs Sampling with Missing Data · Multiple Imputation. Haettu 2026-06-15 osoitteesta https://scholargate.app/fi/compare