Salīdzināt metodes

	Gibbs paraugšanas metodes model̦u salīdzināšanai	Gibbs Sampling
Nozare	Bajesa metodes	Bajesa metodes
Saime	Bayesian methods	Bayesian methods
Izcelsmes gads	1995	1984
Autors	Carlin and Chib	Stuart Geman & Donald Geman
Tips	Bayesian model selection via MCMC	MCMC sampling algorithm
Pirmavots	Carlin, B. P. & Chib, S. (1995). Bayesian model choice via Markov chain Monte Carlo methods. Journal of the Royal Statistical Society, Series B, 57(3), 473-484.	Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741.
Citi nosaukumi	Gibbs-based model selection, MCMC model comparison via Gibbs, Bayesian model comparison with Gibbs sampling, Gibbs sampler model selection	Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Saistītās	3	5
Kopsavilkums	Gibbs sampling for model comparison is a Bayesian MCMC approach that simultaneously samples from the space of competing models and their parameters. By augmenting the Gibbs sampler with a discrete model-index variable, posterior model probabilities and Bayes factors are estimated from the resulting Markov chain without requiring separate runs per model.	Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form.