Módszerek összehasonlítása

	Hamiltonian Monte Carlo hiányzó adatokkal	Hamiltonian Monte Carlo
Tudományterület	Bayes-statisztika	Bayes-statisztika
Módszercsalád	Bayesian methods	Bayesian methods
Keletkezés éve	1996–2011	1987
Megalkotó	Radford M. Neal (HMC, 1996/2011); missing-data treatment via Bayesian data augmentation (Tanner & Wong, 1987)	—
Típus	Bayesian computational sampler	Gradient-based Markov chain Monte Carlo sampler
Alapmű	Neal, R. M. (2011). MCMC using Hamiltonian dynamics. In S. Brooks, A. Gelman, G. Jones & X.-L. Meng (Eds.), Handbook of Markov Chain Monte Carlo (pp. 113-162). CRC Press. ISBN: 978-1420079418	Duane, S., Kennedy, A. D., Pendleton, B. J., & Roweth, D. (1987). Hybrid Monte Carlo. Physics Letters B, 195(2), 216–222.
Alternatív nevek	HMC with missing data, HMC data augmentation, Bayesian HMC imputation, HMC with data augmentation	HMC, Hybrid Monte Carlo, NUTS, No-U-Turn Sampler
Kapcsolódó	6	3
Összefoglaló	Hamiltonian Monte Carlo with missing data extends the gradient-based HMC sampler to handle incomplete observations by treating missing values as additional unknown parameters. The posterior over model parameters and missing values is sampled jointly in one efficient pass, exploiting gradient information to explore the high-dimensional joint space with far fewer rejected proposals than random-walk MCMC.	Hamiltonian Monte Carlo (HMC) is a gradient-based Markov chain Monte Carlo algorithm that uses the geometry of the log-posterior surface to make large, informed jumps through parameter space instead of the small random steps of classical MCMC. Originally introduced for lattice field theory by Duane, Kennedy, Pendleton, and Roweth (1987) under the name Hybrid Monte Carlo, and brought into mainstream statistics by Radford Neal's authoritative 2011 chapter, HMC is today the default sampler in Stan and PyMC and is widely regarded as the state-of-the-art engine for Bayesian posterior inference in high-dimensional models.