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| 測定誤差を伴うMetropolis-Hastings法× | 測定誤差を伴うベイズ推論× | |
|---|---|---|
| 分野 | ベイズ | ベイズ |
| 系統 | Bayesian methods | Bayesian methods |
| 提唱年≠ | 1953 (base algorithm); 1990s (measurement-error application) | 1993 |
| 提唱者≠ | Metropolis et al. (1953); measurement-error extension developed in the 1990s Bayesian literature | Richardson & Gilks (Bayesian formulation); Carroll et al. (comprehensive framework) |
| 種類≠ | MCMC sampling algorithm | Bayesian errors-in-variables model |
| 原典≠ | Carroll, R. J., Ruppert, D., Stefanski, L. A., & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman and Hall/CRC. ISBN: 978-1584886334 | 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: 978-1584886433 |
| 別名 | MH with measurement error, Metropolis-Hastings errors-in-variables, MCMC errors-in-variables, Bayesian errors-in-variables MCMC | Bayesian errors-in-variables model, Bayesian EIV model, Bayesian measurement error model, Bayesian misclassification model |
| 関連≠ | 4 | 5 |
| 概要≠ | Metropolis-Hastings with measurement error is a Bayesian MCMC approach that jointly estimates model parameters and the true (unobserved) covariate values when predictors or outcomes are recorded with noise. By treating the latent true values as unknown parameters, it propagates measurement uncertainty fully into posterior inference rather than ignoring it or correcting for it post hoc. | Bayesian inference with measurement error extends the standard Bayesian framework to situations where one or more covariates or outcomes are observed with noise or misclassification. By treating the true unobserved values as latent variables and assigning them priors, the model jointly estimates the true exposure distribution and the structural parameters of interest, propagating all uncertainty through the posterior. |
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