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Varijacioni inferencijalni pristup sa nedostajućim podacima×Gibbs Sampling sa nedostajućim podacima×
OblastBajesovska statistikaBajesovska statistika
PorodicaBayesian methodsBayesian methods
Godina nastanka1994–20081987–1990
TvoracGhahramani & Jordan; Wainwright & Jordan (formal foundations)Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler)
TipApproximate Bayesian inferenceBayesian computational method
Temeljni izvorGhahramani, Z. & Jordan, M. I. (1994). Supervised learning from incomplete data via an EM approach. In Cowan, J. D., Tesauro, G. & Alspector, J. (Eds.), Advances in Neural Information Processing Systems 6 (pp. 120–127). Morgan Kaufmann. link ↗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 ↗
Drugi naziviVI with missing data, variational EM with missing data, VB missing data, mean-field VI for incomplete datadata augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation
Srodne46
SažetakVariational inference with missing data is a scalable Bayesian approach that simultaneously approximates the posterior over latent variables and model parameters while imputing missing observations. Instead of integrating over all possible values of the missing entries exactly, it posits a tractable approximate distribution and optimises it to be as close as possible to the true joint posterior, yielding fast, principled inference even in high-dimensional incomplete datasets.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.
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ScholarGateUporedite metode: Variational Inference with Missing Data · Gibbs Sampling with Missing Data. Preuzeto 2026-06-15 sa https://scholargate.app/sr/compare