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계열Bayesian methodsBayesian methods
기원 연도1976–1987
창시자Rubin, D. B. (missing-data mechanisms); Tanner & Wong (data augmentation)
유형Bayesian probabilistic modelBayesian linear model
원전Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley-Interscience. ISBN: 978-0471183860Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
별칭Bayesian missing data analysis, Bayesian data augmentation, Bayesian imputation, missing data Bayesian modelbayesian linear regression, probabilistic regression, bayesian regresyon
관련62
요약Bayesian 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.Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.
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