So sánh phương pháp
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| Lấy mẫu Gibbs để so sánh mô hình× | Lấy mẫu Gibbs× | |
|---|---|---|
| Lĩnh vực | Bayes | Bayes |
| Họ | Bayesian methods | Bayesian methods |
| Năm ra đời≠ | 1995 | 1984 |
| Người khởi xướng≠ | Carlin and Chib | Stuart Geman & Donald Geman |
| Loại≠ | Bayesian model selection via MCMC | MCMC sampling algorithm |
| Công trình gốc≠ | Carlin, B. P. & Chib, S. (1995). Bayesian model choice via Markov chain Monte Carlo methods. Journal of the Royal Statistical Society, Series B, 57(3), 473-484. 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 ↗ |
| Tên gọi khác | Gibbs-based model selection, MCMC model comparison via Gibbs, Bayesian model comparison with Gibbs sampling, Gibbs sampler model selection | Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling |
| Liên quan≠ | 3 | 5 |
| Tóm tắt≠ | Gibbs sampling for model comparison is a Bayesian MCMC approach that simultaneously samples from the space of competing models and their parameters. By augmenting the Gibbs sampler with a discrete model-index variable, posterior model probabilities and Bayes factors are estimated from the resulting Markov chain without requiring separate runs per model. | 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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