Usporedite metode
Pregledajte odabrane metode jednu uz drugu; retci koji se razlikuju su istaknuti.
| Varijacijska inferencija s nedostajućim podatcima× | MCMC s nedostajućim podacima× | |
|---|---|---|
| Područje | Bayesovska statistika | Bayesovska statistika |
| Obitelj | Bayesian methods | Bayesian methods |
| Godina nastanka≠ | 1994–2008 | 1987 |
| Tvorac≠ | Ghahramani & Jordan; Wainwright & Jordan (formal foundations) | Tanner & Wong (data augmentation); extended by Gelfand & Smith, Rubin |
| Vrsta≠ | Approximate Bayesian inference | Bayesian computational method |
| Temeljni izvor≠ | Ghahramani, Z. & Jordan, M. I. (1994). Supervised learning from incomplete data via an EM approach. In Cowan, J. D., Tesauro, G. & Alspector, J. (Eds.), Advances in Neural Information Processing Systems 6 (pp. 120–127). Morgan Kaufmann. link ↗ | Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860 |
| Drugi nazivi | VI with missing data, variational EM with missing data, VB missing data, mean-field VI for incomplete data | MCMC missing data, data augmentation MCMC, Bayesian multiple imputation, MCMC imputation |
| Srodne≠ | 4 | 6 |
| Sažetak≠ | Variational inference with missing data is a scalable Bayesian approach that simultaneously approximates the posterior over latent variables and model parameters while imputing missing observations. Instead of integrating over all possible values of the missing entries exactly, it posits a tractable approximate distribution and optimises it to be as close as possible to the true joint posterior, yielding fast, principled inference even in high-dimensional incomplete datasets. | MCMC with missing data is a Bayesian computational strategy that treats unobserved values as additional unknown parameters. By alternating between sampling the missing values from their predictive distribution and sampling the model parameters from their posterior, the algorithm produces a valid joint posterior that fully accounts for uncertainty introduced by the missingness. |
| ScholarGateSkup podataka ↗ |
|
|