Comparar métodos

	MCMC Espacial	Monte Carlo Hamiltoniano
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	1990s	1987
Autor original	Gelfand, Smith, and colleagues (early 1990s MCMC for spatial models)	—
Tipo	Bayesian computational method	Gradient-based Markov chain Monte Carlo sampler
Fonte seminal	Banerjee, S., Carlin, B. P., & Gelfand, A. E. (2015). Hierarchical Modeling and Analysis for Spatial Data (2nd ed.). CRC Press. ISBN: 978-1439819173	Duane, S., Kennedy, A. D., Pendleton, B. J., & Roweth, D. (1987). Hybrid Monte Carlo. Physics Letters B, 195(2), 216–222.
Outros nomes	spatial Markov chain Monte Carlo, MCMC for spatial data, spatial Bayesian MCMC, geostatistical MCMC	HMC, Hybrid Monte Carlo, NUTS, No-U-Turn Sampler
Relacionados	4	3
Resumo	Spatial MCMC applies Markov chain Monte Carlo sampling to Bayesian models that explicitly account for spatial dependence among observations. It draws posterior samples from models such as conditional autoregressive (CAR), simultaneous autoregressive (SAR), or geostatistical (Gaussian process) models, yielding full uncertainty distributions for spatially structured parameters like random effects, regression coefficients, and spatial range.	Hamiltonian Monte Carlo (HMC) is a gradient-based Markov chain Monte Carlo algorithm that uses the geometry of the log-posterior surface to make large, informed jumps through parameter space instead of the small random steps of classical MCMC. Originally introduced for lattice field theory by Duane, Kennedy, Pendleton, and Roweth (1987) under the name Hybrid Monte Carlo, and brought into mainstream statistics by Radford Neal's authoritative 2011 chapter, HMC is today the default sampler in Stan and PyMC and is widely regarded as the state-of-the-art engine for Bayesian posterior inference in high-dimensional models.