Comparar métodos

	Amostragem de Gibbs com Dados Ausentes	MCMC com Dados Ausentes
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	1987–1990	1987
Autor original	Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)	Tanner & Wong (data augmentation); extended by Gelfand & Smith, Rubin
Tipo	Bayesian computational method	Bayesian computational method
Fonte seminal	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.	Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860
Outros nomes	data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation	MCMC missing data, data augmentation MCMC, Bayesian multiple imputation, MCMC imputation
Relacionados	6	6
Resumo	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.	MCMC with missing data is a Bayesian computational strategy that treats unobserved values as additional unknown parameters. By alternating between sampling the missing values from their predictive distribution and sampling the model parameters from their posterior, the algorithm produces a valid joint posterior that fully accounts for uncertainty introduced by the missingness.