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Regresi Bayesian×Pengharapan Penghantaran (EP)×Markov Chain Monte Carlo (MCMC)×
BidangBayesianBayesianBayesian
KeluargaBayesian methodsBayesian methodsBayesian methods
Tahun asal2001
PengasasThomas P. Minka
JenisBayesian linear modelApproximate inference algorithmPosterior sampling algorithm
Sumber perintisGelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955Minka, T. P. (2001). Expectation propagation for approximate Bayesian inference. In Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence (UAI-01), pp. 362–369. Morgan Kaufmann. link ↗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
Aliasbayesian linear regression, probabilistic regression, bayesian regresyonEP, expectation propagation, EP algorithm, assumed-density filtering generalisationmarkov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Berkaitan233
RingkasanBayesian 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.Expectation Propagation (EP) is a deterministic message-passing algorithm for approximate posterior inference in Bayesian models, introduced by Thomas P. Minka at UAI 2001. It iteratively refines a set of local approximate factors — each drawn from the exponential family — so that their product closely matches the true intractable posterior, achieving higher accuracy than mean-field variational inference on many probabilistic machine learning tasks.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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ScholarGateBandingkan kaedah: Bayesian Regression · Expectation Propagation · MCMC. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare