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	Modellazione Bayesiana di Equazioni Strutturali (BSEM)	Catena di Markov Monte Carlo (MCMC)
Campo	Bayesiano	Bayesiano
Famiglia	Bayesian methods	Bayesian methods
Anno di origine	2012	—
Ideatore	Bengt Muthén & Tihomir Asparouhov	—
Tipo	Bayesian latent variable model	Posterior sampling algorithm
Fonte seminale	Muthén, B. & Asparouhov, T. (2012). Bayesian SEM: A More Flexible Representation of Substantive Theory. Psychological Methods, 17(3), 313–335.	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
Alias	BSEM, Bayesian latent variable model, approximate zero constraints SEM, Bayesçi Yapısal Eşitlik Modeli	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Correlati	6	3
Sintesi	Bayesian SEM, introduced by Muthén and Asparouhov in 2012, extends classical structural equation modeling by placing prior distributions on factor loadings, path coefficients, and covariances. Instead of returning a single maximum-likelihood estimate, it uses Markov chain Monte Carlo to produce a full posterior distribution for every parameter, enabling principled uncertainty quantification in models with latent variables.	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.