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Chaîne de Markov Monte Carlo (MCMC)×Modèle à effets mixtes×
DomaineBayésienStatistique
FamilleBayesian methodsRegression model
Année d'origine1982
Auteur d'origineLaird & Ware
TypePosterior sampling algorithmMixed effects regression
Source fondatriceGelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955Laird, N. M., & Ware, J. H. (1982). Random-effects models for longitudinal data. Biometrics, 38(4), 963–974. DOI ↗
Aliasmarkov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)LME, LMM, mixed model, random effects model
Apparentées34
RésuméMarkov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.A mixed effects model (or linear mixed model) extends ordinary regression by including both fixed effects — population-level parameters shared by all observations — and random effects that capture subject-, group-, or cluster-level variability. It is the standard tool for repeated-measures, longitudinal, and multilevel data where observations within the same unit are correlated.
ScholarGateJeu de données
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ScholarGateComparer des méthodes: MCMC · Mixed Effects Model. Consulté le 2026-06-19 sur https://scholargate.app/fr/compare