Comparar métodos

	Cadeia de Markov Monte Carlo (MCMC)	Média Bayesiana de Modelos
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	—	1999
Autor original	—	Hoeting, Madigan, Raftery & Volinsky
Tipo	Posterior sampling algorithm	Bayesian model averaging
Fonte seminal	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	Hoeting, J. A., Madigan, D., Raftery, A. E. & Volinsky, C. T. (1999). Bayesian Model Averaging: A Tutorial. Statistical Science, 14(4), 382–401.
Outros nomes	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)	BMA, Bayesian model combination, Bayesian Model Ortalaması (BMA)
Relacionados	3	5
Resumo	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.	Bayesian Model Averaging (BMA), formalised as a tutorial by Hoeting, Madigan, Raftery and Volinsky in 1999, addresses model uncertainty by averaging over all plausible model specifications rather than selecting a single best model. Each candidate model receives a posterior probability that reflects how well it fits the data given a prior, and predictions or coefficient estimates are formed as weighted averages across the entire model space. This approach reduces the bias and overconfidence that arise when a single selected model is treated as the true one.