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| Gibbs Sampling sa nedostajućim podacima× | MCMC sa nedostajućim podacima× | |
|---|---|---|
| Oblast | Bajesovska statistika | Bajesovska statistika |
| Porodica | Bayesian methods | Bayesian methods |
| Godina nastanka≠ | 1987–1990 | 1987 |
| Tvorac≠ | Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler) | Tanner & Wong (data augmentation); extended by Gelfand & Smith, Rubin |
| Tip | Bayesian computational method | Bayesian computational method |
| Temeljni izvor≠ | 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. DOI ↗ | Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860 |
| Drugi nazivi | data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation | MCMC missing data, data augmentation MCMC, Bayesian multiple imputation, MCMC imputation |
| Srodne | 6 | 6 |
| Sažetak≠ | 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. | 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. |
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