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| Beijesiskā regresija× | Mārkova ķēžu Montekarlo (MCMC)× | |
|---|---|---|
| Nozare | Bajesa metodes | Bajesa metodes |
| Saime | Bayesian methods | Bayesian methods |
| Izcelsmes gads | — | — |
| Autors | — | — |
| Tips≠ | Bayesian linear model | Posterior sampling algorithm |
| Pirmavots | Gelman, 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 | Gelman, 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 |
| Citi nosaukumi | bayesian linear regression, probabilistic regression, bayesian regresyon | markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo) |
| Saistītās≠ | 2 | 3 |
| Kopsavilkums≠ | 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. | Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model. |
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