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| 欠損値を有するギブスサンプリング× | 欠損値を含むベイズ推論× | |
|---|---|---|
| 分野 | ベイズ | ベイズ |
| 系統 | Bayesian methods | Bayesian methods |
| 提唱年≠ | 1987–1990 | 1976–1987 |
| 提唱者≠ | Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler) | Rubin, D. B. (missing-data mechanisms); Tanner & Wong (data augmentation) |
| 種類≠ | Bayesian computational method | Bayesian probabilistic model |
| 原典≠ | Tanner, M. A. & Wong, W. H. (1987). The calculation of posterior distributions by data augmentation. Journal of the American Statistical Association, 82(398), 528–540. DOI ↗ | Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley-Interscience. ISBN: 978-0471183860 |
| 別名 | data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation | Bayesian missing data analysis, Bayesian data augmentation, Bayesian imputation, missing data Bayesian model |
| 関連 | 6 | 6 |
| 概要≠ | Gibbs sampling with missing data treats unobserved values as additional unknowns alongside model parameters and samples all of them jointly within a Markov chain Monte Carlo loop. The method alternates between drawing the missing values from their conditional distribution given the parameters and drawing the parameters from their conditional distribution given the completed data, producing a posterior over both simultaneously. | Bayesian inference with missing data treats unobserved values as unknown parameters and integrates them out of the posterior distribution. Rather than deleting or ad hoc imputing incomplete records, the method jointly models observed and missing data under an explicit missing-data mechanism, producing fully calibrated posterior uncertainty that honestly reflects what the data cannot tell us. |
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