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Metropolis-Hastings z brakującymi danymi×Próbkowanie Gibbsa z brakującymi danymi×
DziedzinaStatystyka bayesowskaStatystyka bayesowska
RodzinaBayesian methodsBayesian methods
Rok powstania1953 / 19871987–1990
TwórcaMetropolis et al. (1953); missing-data extension formalised by Tanner & Wong (1987)Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)
TypMCMC sampler with latent-variable augmentationBayesian computational method
Źródło pierwotneTanner, 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 ↗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 ↗
Inne nazwyMH with missing data, Metropolis-Hastings data augmentation, MCMC missing data imputation, MH data-augmentation samplerdata augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation
Pokrewne66
PodsumowanieMetropolis-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.Gibbs sampling with missing data treats unobserved values as additional unknowns alongside model parameters and samples all of them jointly within a Markov chain Monte Carlo loop. The method alternates between drawing the missing values from their conditional distribution given the parameters and drawing the parameters from their conditional distribution given the completed data, producing a posterior over both simultaneously.
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ScholarGatePorównaj metody: Metropolis-Hastings with Missing Data · Gibbs Sampling with Missing Data. Pobrano 2026-06-17 z https://scholargate.app/pl/compare