Сравнение методов

	Сэмплирование Гиббса для пропущенных данных	Множественная импутация
Область	Байесовские методы	Статистика
Семейство	Bayesian methods	Process / pipeline
Год появления	1987–1990	1987
Автор метода	Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)	Donald B. Rubin
Тип	Bayesian computational method	Missing-data handling procedure
Основополагающий источник	Tanner, M. A. & Wong, W. H. (1987). The calculation of posterior distributions by data augmentation. Journal of the American Statistical Association, 82(398), 528–540.	Rubin, D.B. (1987). Multiple Imputation for Nonresponse in Surveys. Wiley.
Другие названия	data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation	MICE, Multivariate Imputation by Chained Equations, Çoklu Atama (Multiple Imputation — MICE)
Связанные	6	1
Сводка	Gibbs sampling with missing data treats unobserved values as additional unknowns alongside model parameters and samples all of them jointly within a Markov chain Monte Carlo loop. The method alternates between drawing the missing values from their conditional distribution given the parameters and drawing the parameters from their conditional distribution given the completed data, producing a posterior over both simultaneously.	Multiple Imputation (MI), formally introduced by Donald B. Rubin in 1987, is a principled statistical procedure for handling missing data. Rather than replacing each missing value once, MI fills the gaps m times — each time drawing plausible values from the posterior predictive distribution of the missing data — producing m complete datasets. Each dataset is analysed independently, and the results are combined into a single set of estimates using Rubin's pooling rules. The MICE variant (Multivariate Imputation by Chained Equations), popularised by van Buuren and Groothuis-Oudshoorn (2011), extends the approach to mixed variable types by imputing each variable in turn through a sequence of conditional regression models.