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| Hamiltonian Monte Carlo với Dữ liệu Thiếu× | Multiple Imputation× | |
|---|---|---|
| Lĩnh vực≠ | Bayes | Thống kê |
| Họ≠ | Bayesian methods | Process / pipeline |
| Năm ra đời≠ | 1996–2011 | 1987 |
| Người khởi xướng≠ | Radford M. Neal (HMC, 1996/2011); missing-data treatment via Bayesian data augmentation (Tanner & Wong, 1987) | Donald B. Rubin |
| Loại≠ | Bayesian computational sampler | Missing-data handling procedure |
| Công trình gốc≠ | Neal, R. M. (2011). MCMC using Hamiltonian dynamics. In S. Brooks, A. Gelman, G. Jones & X.-L. Meng (Eds.), Handbook of Markov Chain Monte Carlo (pp. 113-162). CRC Press. ISBN: 978-1420079418 | Rubin, D.B. (1987). Multiple Imputation for Nonresponse in Surveys. Wiley. DOI ↗ |
| Tên gọi khác≠ | HMC with missing data, HMC data augmentation, Bayesian HMC imputation, HMC with data augmentation | MICE, Multivariate Imputation by Chained Equations, Çoklu Atama (Multiple Imputation — MICE) |
| Liên quan≠ | 6 | 1 |
| Tóm tắt≠ | Hamiltonian Monte Carlo with missing data extends the gradient-based HMC sampler to handle incomplete observations by treating missing values as additional unknown parameters. The posterior over model parameters and missing values is sampled jointly in one efficient pass, exploiting gradient information to explore the high-dimensional joint space with far fewer rejected proposals than random-walk MCMC. | Multiple Imputation (MI), formally introduced by Donald B. Rubin in 1987, is a principled statistical procedure for handling missing data. Rather than replacing each missing value once, MI fills the gaps m times — each time drawing plausible values from the posterior predictive distribution of the missing data — producing m complete datasets. Each dataset is analysed independently, and the results are combined into a single set of estimates using Rubin's pooling rules. The MICE variant (Multivariate Imputation by Chained Equations), popularised by van Buuren and Groothuis-Oudshoorn (2011), extends the approach to mixed variable types by imputing each variable in turn through a sequence of conditional regression models. |
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