Usporedite metode

	Markovova lančana Monte Carlo (MCMC)	Bayesovska regresija
Područje	Bayesovska statistika	Bayesovska statistika
Obitelj	Bayesian methods	Bayesian methods
Godina nastanka	—	—
Tvorac	—	—
Vrsta	Posterior sampling algorithm	Bayesian linear model
Temeljni izvor	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	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
Drugi nazivi	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)	bayesian linear regression, probabilistic regression, bayesian regresyon
Srodne	3	2
Sažetak	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.	Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.