Сравнение методов

	Байесовская сеть	DAG Causal Identification	Метод Монте-Карло по цепям Маркова (MCMC)
Область	Байесовские методы	Причинно-следственный вывод	Байесовские методы
Семейство	Bayesian methods	Regression model	Bayesian methods
Год появления	1988	2009	—
Автор метода	Judea Pearl	Judea Pearl	—
Тип	Probabilistic graphical model	Causal identification framework	Posterior sampling algorithm
Основополагающий источник	Pearl, J. (1988). Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference. Morgan Kaufmann. ISBN: 978-1558604797	Pearl, J. (2009). Causality: Models, Reasoning, and Inference (2nd ed.). Cambridge University Press. ISBN: 978-0521895606	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
Другие названия	Bayes network, belief network, probabilistic graphical model, directed graphical model	do-calculus, backdoor adjustment, Pearl causal identification, DAG ile Nedensel Tanımlama (do-calculus)	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Связанные	4	5	3
Сводка	A Bayesian network is a probabilistic graphical model, introduced by Judea Pearl in 1988, that encodes a set of variables and their conditional dependencies as a directed acyclic graph (DAG). Each node represents a variable; each directed edge encodes a direct probabilistic influence. By combining Bayes' rule with the graph's conditional independence structure, the model supports reasoning under uncertainty — computing the probability of any variable given observed evidence about others.	DAG causal identification is a framework, developed by Judea Pearl (2009), that encodes causal assumptions as a directed acyclic graph and uses the do-calculus rules to determine whether and how a causal effect can be identified from observational data. It systematically handles confounders, instrumental variables, and backdoor paths.	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.