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測定誤差を伴うMetropolis-Hastings法×測定誤差を伴うギブスサンプリング×
分野ベイズベイズ
系統Bayesian methodsBayesian methods
提唱年1953 (base algorithm); 1990s (measurement-error application)1990–1993
提唱者Metropolis et al. (1953); measurement-error extension developed in the 1990s Bayesian literatureGelfand & Smith (Gibbs sampler); Richardson & Gilks (measurement error extension)
種類MCMC sampling algorithmBayesian MCMC sampling algorithm
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: 978-1584886334Gelfand, A. E. & Smith, A. F. M. (1990). Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association, 85(410), 398–409. DOI ↗
別名MH with measurement error, Metropolis-Hastings errors-in-variables, MCMC errors-in-variables, Bayesian errors-in-variables MCMCGibbs sampler with errors-in-variables, MCMC measurement error model, Bayesian errors-in-variables Gibbs, Gibbs EIV sampling
関連45
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.Gibbs sampling with measurement error is a Bayesian MCMC method that jointly estimates unknown true covariate values and model parameters when the observed data are corrupted by measurement error. By treating the latent true values as additional unknowns, it samples all quantities iteratively from their full conditional distributions, propagating measurement uncertainty into every downstream inference.
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ScholarGate手法を比較: Metropolis-Hastings with measurement error · Gibbs Sampling with Measurement Error. 2026-06-19に以下より取得 https://scholargate.app/ja/compare