Comparar métodos

	Multilevel MCMC	Inferência Variacional
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	1990s	1999
Autor original	Gelfand & Smith (sampling-based approach); multilevel extension developed through 1990s Bayesian hierarchical modeling literature	Jordan, Ghahramani, Jaakkola & Saul
Tipo	Bayesian computational inference	Approximate Bayesian inference
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	Jordan, M. I., Ghahramani, Z., Jaakkola, T. S., & Saul, L. K. (1999). An introduction to variational methods for graphical models. Machine Learning, 37(2), 183–233.
Outros nomes	hierarchical MCMC, multilevel Bayesian sampling, MLMCMC, hierarchical Markov chain Monte Carlo	VI, variational Bayes, VB, mean-field variational inference
Relacionados	6	4
Resumo	Multilevel MCMC applies Markov chain Monte Carlo sampling to hierarchical (multilevel) Bayesian models. It draws samples from the joint posterior of both group-level and population-level parameters simultaneously, propagating uncertainty across levels and enabling inference in clustered or nested data structures where observations within groups share common distributional characteristics.	Variational inference (VI) is a family of techniques that turn Bayesian posterior computation into an optimisation problem. Instead of drawing samples from the exact posterior — as Markov chain Monte Carlo does — VI posits a simpler, tractable family of distributions and finds the member of that family closest to the true posterior by maximising the evidence lower bound (ELBO). Introduced in its modern graphical-model form by Jordan, Ghahramani, Jaakkola and Saul (1999) and given a comprehensive statistical treatment by Blei, Kucukelbir and McAuliffe (2017), VI is now the standard scalable inference engine in probabilistic machine learning.