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| 결측값이 있는 Metropolis-Hastings× | 결측치가 있는 깁스 샘플링× | |
|---|---|---|
| 분야 | 베이지안 | 베이지안 |
| 계열 | Bayesian methods | Bayesian methods |
| 기원 연도≠ | 1953 / 1987 | 1987–1990 |
| 창시자≠ | Metropolis et al. (1953); missing-data extension formalised by Tanner & Wong (1987) | Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler) |
| 유형≠ | MCMC sampler with latent-variable augmentation | Bayesian computational method |
| 원전≠ | 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 ↗ | 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 ↗ |
| 별칭 | MH with missing data, Metropolis-Hastings data augmentation, MCMC missing data imputation, MH data-augmentation sampler | data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation |
| 관련 | 6 | 6 |
| 요약≠ | Metropolis-Hastings with missing data treats unobserved values as latent variables and samples them jointly with model parameters inside a single MCMC chain. By augmenting the target distribution to include both parameters and missing values, the algorithm yields properly calibrated posterior inference without discarding incomplete cases or requiring a separate imputation step. | 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. |
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