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| 測定誤差を伴う変分推論× | 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≠ | 2000s–2010s | 1993 |
| 提唱者≠ | Building on Blei et al. (2017) for VI and Carroll et al. (2006) for measurement error frameworks | Richardson & Gilks (Bayesian formulation); Carroll et al. (comprehensive framework) |
| 種類≠ | Approximate Bayesian inference | Bayesian errors-in-variables model |
| 原典≠ | Blei, D. M., Kucukelbir, A., & McAuliffe, J. D. (2017). Variational inference: A review for statisticians. Journal of the American Statistical Association, 112(518), 859–877. 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: 978-1584886433 |
| 別名 | VI with measurement error, variational Bayes measurement error model, VBEM with errors-in-variables, approximate Bayesian inference under measurement error | Bayesian errors-in-variables model, Bayesian EIV model, Bayesian measurement error model, Bayesian misclassification model |
| 関連≠ | 4 | 5 |
| 概要≠ | Variational inference with measurement error is a scalable Bayesian approach that simultaneously estimates model parameters and latent true covariates when observed variables are contaminated by noise. Rather than sampling the posterior via MCMC, it finds the closest tractable distribution to the true posterior by maximising the evidence lower bound (ELBO), making it applicable to large datasets where full MCMC is too costly. | 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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