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| 결측값이 있는 Metropolis-Hastings× | Multiple Imputation× | |
|---|---|---|
| 분야≠ | 베이지안 | 통계학 |
| 계열≠ | Bayesian methods | Process / pipeline |
| 기원 연도≠ | 1953 / 1987 | 1987 |
| 창시자≠ | Metropolis et al. (1953); missing-data extension formalised by Tanner & Wong (1987) | Donald B. Rubin |
| 유형≠ | MCMC sampler with latent-variable augmentation | Missing-data handling procedure |
| 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 ↗ | Rubin, D.B. (1987). Multiple Imputation for Nonresponse in Surveys. Wiley. DOI ↗ |
| 별칭≠ | MH with missing data, Metropolis-Hastings data augmentation, MCMC missing data imputation, MH data-augmentation sampler | MICE, Multivariate Imputation by Chained Equations, Çoklu Atama (Multiple Imputation — MICE) |
| 관련≠ | 6 | 1 |
| 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. | Multiple Imputation (MI), formally introduced by Donald B. Rubin in 1987, is a principled statistical procedure for handling missing data. Rather than replacing each missing value once, MI fills the gaps m times — each time drawing plausible values from the posterior predictive distribution of the missing data — producing m complete datasets. Each dataset is analysed independently, and the results are combined into a single set of estimates using Rubin's pooling rules. The MICE variant (Multivariate Imputation by Chained Equations), popularised by van Buuren and Groothuis-Oudshoorn (2011), extends the approach to mixed variable types by imputing each variable in turn through a sequence of conditional regression models. |
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