Comparer des méthodes

	Chaîne de Markov Monte Carlo (MCMC)	Régression par Moindres Carrés Ordinaires (MCO)
Domaine	Bayésien	Économétrie
Famille	Bayesian methods	Regression model
Année d'origine	—	2019
Auteur d'origine	—	Wooldridge (textbook treatment); classical least squares
Type	Posterior sampling algorithm	Linear regression
Source fondatrice	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	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Apparentées	3	5
Résumé	Markov 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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).