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| 測定誤差を伴う近似ベイズ計算× | 測定誤差を伴うMCMC× | |
|---|---|---|
| 分野 | ベイズ | ベイズ |
| 系統 | Bayesian methods | Bayesian methods |
| 提唱年≠ | 2013 (measurement-error extension); ABC: 1997-2002 | 1993 |
| 提唱者≠ | Wilkinson, R. D. (formal treatment); ABC roots: Tavaré, Diggle, Beaumont et al. (1997-2002) | Richardson & Gilks; Carroll, Ruppert & Stefanski |
| 種類≠ | likelihood-free Bayesian inference | Bayesian computational estimation |
| 原典≠ | Wilkinson, R. D. (2013). Approximate Bayesian computation (ABC) gives exact results under the assumption of model error. Statistical Applications in Genetics and Molecular Biology, 12(2), 129-141. DOI ↗ | Carroll, R. J., Ruppert, D., Stefanski, L. A. & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman & Hall/CRC. ISBN: 978-1584886334 |
| 別名 | ABC with measurement error, ABC-ME, likelihood-free inference with measurement error, simulation-based inference under measurement error | MCMC errors-in-variables, Bayesian measurement error MCMC, MCMC misclassification model, Bayesian errors-in-variables |
| 関連≠ | 5 | 6 |
| 概要≠ | Approximate Bayesian Computation with measurement error (ABC-ME) extends the standard ABC likelihood-free framework to settings where observed data are themselves noisy or imprecisely recorded. By explicitly incorporating a measurement-error kernel into the acceptance step, ABC-ME targets the correct posterior over model parameters even when the true data-generating process cannot be directly observed. | MCMC with measurement error applies Markov chain Monte Carlo sampling to Bayesian models that explicitly account for the fact that covariates or outcomes are observed with error. By treating the true, unobserved values as latent variables and sampling their joint posterior alongside all other parameters, the method corrects for attenuation bias and produces valid inference even when some variables cannot be measured exactly. |
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