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| Gibbsovo uzorkovanje sa greškom merenja× | Gibbsovo uzorkovanje× | |
|---|---|---|
| Oblast | Bajesovska statistika | Bajesovska statistika |
| Porodica | Bayesian methods | Bayesian methods |
| Godina nastanka≠ | 1990–1993 | 1984 |
| Tvorac≠ | Gelfand & Smith (Gibbs sampler); Richardson & Gilks (measurement error extension) | Stuart Geman & Donald Geman |
| Tip≠ | Bayesian MCMC sampling algorithm | MCMC sampling algorithm |
| Temeljni izvor≠ | Gelfand, A. E. & Smith, A. F. M. (1990). Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association, 85(410), 398–409. DOI ↗ | Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741. DOI ↗ |
| Drugi nazivi | Gibbs sampler with errors-in-variables, MCMC measurement error model, Bayesian errors-in-variables Gibbs, Gibbs EIV sampling | Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling |
| Srodne | 5 | 5 |
| Sažetak≠ | Gibbs sampling with measurement error is a Bayesian MCMC method that jointly estimates unknown true covariate values and model parameters when the observed data are corrupted by measurement error. By treating the latent true values as additional unknowns, it samples all quantities iteratively from their full conditional distributions, propagating measurement uncertainty into every downstream inference. | Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form. |
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