Comparer des méthodes

	Hamiltonien Monte Carlo Robuste	Échantillonnage de Gibbs
Domaine	Bayésien	Bayésien
Famille	Bayesian methods	Bayesian methods
Année d'origine	2010s–2020s	1984
Auteur d'origine	Livingstone, Zanella and related researchers building on Duane et al. (1987)	Stuart Geman & Donald Geman
Type	Robust MCMC sampler	MCMC sampling algorithm
Source fondatrice	Livingstone, S. & Zanella, G. (2022). The Barker proposal: combining robustness and efficiency in gradient-based MCMC. Journal of the Royal Statistical Society: Series B, 84(2), 496–523.	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.
Alias	Robust HMC, heavy-tailed HMC, geometric-ergodic HMC, outlier-robust HMC	Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Apparentées	4	5
Résumé	Robust Hamiltonian Monte Carlo (Robust HMC) is a family of extensions to standard HMC designed to maintain geometric ergodicity and sampling efficiency when the posterior has heavy tails, strong curvature variation, or near-degenerate geometry. By modifying the kinetic energy, mass matrix, or proposal mechanism, these methods ensure reliable exploration of difficult posteriors that defeat the standard NUTS/HMC sampler.	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.