Comparar métodos

	Métodos Bayesianos Não Paramétricos	Regressão Bayesiana	Cadeia de Markov Monte Carlo (MCMC)
Área	Bayesiano	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods	Bayesian methods
Ano de origem	1973 (DP); 2006 (GP canonical text)	—	—
Autor original	Ferguson (Dirichlet Process, 1973); Rasmussen & Williams (GP, 2006)	—	—
Tipo	Bayesian nonparametric model	Bayesian linear model	Posterior sampling algorithm
Fonte seminal	Rasmussen, C.E. & Williams, C.K.I. (2006). Gaussian Processes for Machine Learning. MIT Press. ISBN: 978-0262182539	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
Outros nomes	BNP, Dirichlet process mixture, DPM, Gaussian process regression	bayesian linear regression, probabilistic regression, bayesian regresyon	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Relacionados	3	2	3
Resumo	Bayesian nonparametric methods are a family of flexible Bayesian models in which model complexity is not fixed in advance but grows automatically with the data. The two most widely used members are the Dirichlet Process Mixture (DPM), which clusters observations without pre-specifying the number of clusters, and Gaussian Process (GP) regression, which places a prior directly over functions and performs regression or classification without committing to a parametric form. Both frameworks were formalised in the Bayesian nonparametric literature, with the canonical GP treatment given by Rasmussen and Williams (2006).	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.