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MCMC avec erreur de mesure×Metropolis-Hastings avec erreur de mesure×
DomaineBayésienBayésien
FamilleBayesian methodsBayesian methods
Année d'origine19931953 (base algorithm); 1990s (measurement-error application)
Auteur d'origineRichardson & Gilks; Carroll, Ruppert & StefanskiMetropolis et al. (1953); measurement-error extension developed in the 1990s Bayesian literature
TypeBayesian computational estimationMCMC sampling algorithm
Source fondatriceCarroll, R. J., Ruppert, D., Stefanski, L. A. & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman & Hall/CRC. ISBN: 978-1584886334Carroll, R. J., Ruppert, D., Stefanski, L. A., & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman and Hall/CRC. ISBN: 978-1584886334
AliasMCMC errors-in-variables, Bayesian measurement error MCMC, MCMC misclassification model, Bayesian errors-in-variablesMH with measurement error, Metropolis-Hastings errors-in-variables, MCMC errors-in-variables, Bayesian errors-in-variables MCMC
Apparentées64
RésuméMCMC with measurement error applies Markov chain Monte Carlo sampling to Bayesian models that explicitly account for the fact that covariates or outcomes are observed with error. By treating the true, unobserved values as latent variables and sampling their joint posterior alongside all other parameters, the method corrects for attenuation bias and produces valid inference even when some variables cannot be measured exactly.Metropolis-Hastings with measurement error is a Bayesian MCMC approach that jointly estimates model parameters and the true (unobserved) covariate values when predictors or outcomes are recorded with noise. By treating the latent true values as unknown parameters, it propagates measurement uncertainty fully into posterior inference rather than ignoring it or correcting for it post hoc.
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ScholarGateComparer des méthodes: MCMC with Measurement Error · Metropolis-Hastings with measurement error. Consulté le 2026-06-20 sur https://scholargate.app/fr/compare