Порівняння методів

	Аналіз спряжених апріорних розподілів	Метод Монте-Карло на основі ланцюгів Маркова (MCMC)
Галузь	Баєсові методи	Баєсові методи
Родина	Bayesian methods	Bayesian methods
Рік появи	1961	—
Автор методу	Raiffa & Schlaifer (1961); DeGroot (1970)	—
Тип	Closed-form Bayesian model	Posterior sampling algorithm
Основоположне джерело	Raiffa, H. & Schlaifer, R. (1961). Applied Statistical Decision Theory. Harvard University Press. ISBN: 978-0-87584-017-8	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
Інші назви	conjugate priors, conjugate Bayesian updating, closed-form posterior analysis, Beta-Binomial model	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Пов'язані	3	3
Підсумок	Conjugate prior analysis is a class of Bayesian inference methods in which the prior distribution and the likelihood belong to a matched family — called a conjugate pair — so that the posterior distribution has exactly the same functional form as the prior and can be derived in closed form. Introduced systematically by Raiffa and Schlaifer (1961) and consolidated by DeGroot (1970), conjugate analysis is the pedagogic backbone of introductory Bayesian statistics and a practical tool whenever analytical tractability is required.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.