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Krahasoni metodat

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

Metropolis-Hastings me të dhëna të mungueshme×Hamiltonian Monte Carlo me te te dhenave te mungueshme×
FushaStatistika bajesianeStatistika bajesiane
FamiljaBayesian methodsBayesian methods
Viti i origjinës1953 / 19871996–2011
KrijuesiMetropolis et al. (1953); missing-data extension formalised by Tanner & Wong (1987)Radford M. Neal (HMC, 1996/2011); missing-data treatment via Bayesian data augmentation (Tanner & Wong, 1987)
LlojiMCMC sampler with latent-variable augmentationBayesian computational sampler
Burimi themeluesTanner, 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 ↗Neal, 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: 978-1420079418
Emërtime të tjeraMH with missing data, Metropolis-Hastings data augmentation, MCMC missing data imputation, MH data-augmentation samplerHMC with missing data, HMC data augmentation, Bayesian HMC imputation, HMC with data augmentation
Të lidhura66
PërmbledhjaMetropolis-Hastings with missing data treats unobserved values as latent variables and samples them jointly with model parameters inside a single MCMC chain. By augmenting the target distribution to include both parameters and missing values, the algorithm yields properly calibrated posterior inference without discarding incomplete cases or requiring a separate imputation step.Hamiltonian 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.
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  3. PUBLISHED

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ScholarGateKrahasoni metodat: Metropolis-Hastings with Missing Data · Hamiltonian Monte Carlo with Missing Data. Marrë më 2026-06-19 nga https://scholargate.app/sq/compare