ScholarGate
Asistenti

Krahasoni metodat

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

Hamiltonian Monte Carlo me te te dhenave te mungueshme×MCMC me të dhëna të mungueshme×
FushaStatistika bajesianeStatistika bajesiane
FamiljaBayesian methodsBayesian methods
Viti i origjinës1996–20111987
KrijuesiRadford M. Neal (HMC, 1996/2011); missing-data treatment via Bayesian data augmentation (Tanner & Wong, 1987)Tanner & Wong (data augmentation); extended by Gelfand & Smith, Rubin
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: 978-1420079418Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860
Emërtime të tjeraHMC with missing data, HMC data augmentation, Bayesian HMC imputation, HMC with data augmentationMCMC missing data, data augmentation MCMC, Bayesian multiple imputation, MCMC 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.MCMC with missing data is a Bayesian computational strategy that treats unobserved values as additional unknown parameters. By alternating between sampling the missing values from their predictive distribution and sampling the model parameters from their posterior, the algorithm produces a valid joint posterior that fully accounts for uncertainty introduced by the missingness.
ScholarGateSeti i të dhënave
  1. v1
  2. 2 Burimet
  3. PUBLISHED
  1. v1
  2. 2 Burimet
  3. PUBLISHED

Shko te kërkimi Shkarko diapozitivat

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