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Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Hamiltonian Monte Carlo me te te dhenave te mungueshme×Kampionimi Gibbs me të dhëna të mungesave×
FushaStatistika bajesianeStatistika bajesiane
FamiljaBayesian methodsBayesian methods
Viti i origjinës1996–20111987–1990
KrijuesiRadford M. Neal (HMC, 1996/2011); missing-data treatment via Bayesian data augmentation (Tanner & Wong, 1987)Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)
LlojiBayesian computational samplerBayesian computational method
Burimi themeluesNeal, R. M. (2011). MCMC using Hamiltonian dynamics. In S. Brooks, A. Gelman, G. Jones & X.-L. Meng (Eds.), Handbook of Markov Chain Monte Carlo (pp. 113-162). CRC Press. ISBN: 978-1420079418Tanner, M. A. & Wong, W. H. (1987). The calculation of posterior distributions by data augmentation. Journal of the American Statistical Association, 82(398), 528–540. DOI ↗
Emërtime të tjeraHMC with missing data, HMC data augmentation, Bayesian HMC imputation, HMC with data augmentationdata augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation
Të lidhura66
PërmbledhjaHamiltonian Monte Carlo with missing data extends the gradient-based HMC sampler to handle incomplete observations by treating missing values as additional unknown parameters. The posterior over model parameters and missing values is sampled jointly in one efficient pass, exploiting gradient information to explore the high-dimensional joint space with far fewer rejected proposals than random-walk MCMC.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.
ScholarGateSeti i të dhënave
  1. v1
  2. 2 Burimet
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  1. v1
  2. 2 Burimet
  3. PUBLISHED

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ScholarGateKrahasoni metodat: Hamiltonian Monte Carlo with Missing Data · Gibbs Sampling with Missing Data. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare