Sammenlign metoder

	MCMC for modell-sammenligning	Markov Chain Monte Carlo (MCMC)
Fagfelt	Bayesiansk	Bayesiansk
Familie	Bayesian methods	Bayesian methods
Opprinnelsesår	1995	—
Opphavsperson	Peter J. Green (reversible-jump MCMC); Meng & Wong (bridge sampling)	—
Type	Bayesian computational method	Posterior sampling algorithm
Opprinnelig kilde	Green, P. J. (1995). Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika, 82(4), 711–732.	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
Alias	reversible-jump MCMC, RJMCMC, marginal likelihood estimation via MCMC, Bayesian model selection via MCMC	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Relaterte	5	3
Sammendrag	MCMC for model comparison uses Markov chain Monte Carlo algorithms to estimate the marginal likelihoods and Bayes factors needed to formally compare competing statistical models. Techniques such as reversible-jump MCMC and bridge sampling allow exploration across model spaces of different dimensionality, enabling fully Bayesian model selection and averaging.	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.