Comparar métodos

	Markov Chain Monte Carlo Robusto	Amostragem de Gibbs
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	2000s–2010s	1984
Autor original	Roberts, Rosenthal and colleagues; extended by Atchade, Barp, Girolami and others	Stuart Geman & Donald Geman
Tipo	Bayesian computational sampling	MCMC sampling algorithm
Fonte seminal	Roberts, G. O. & Rosenthal, J. S. (2004). General state space Markov chains and MCMC algorithms. Probability Surveys, 1, 20–71.	Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741.
Outros nomes	robust MCMC, outlier-robust MCMC, robust posterior sampling, misspecification-robust MCMC	Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Relacionados	5	5
Resumo	Robust MCMC combines Markov chain Monte Carlo sampling with robustness techniques to produce reliable posterior inference when data contain outliers, when the assumed model is misspecified, or when the target distribution has heavy tails that cause standard samplers to mix poorly or yield distorted estimates.	Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form.