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| Suy diễn biến phân với dữ liệu thiếu× | MCMC với dữ liệu thiếu× | |
|---|---|---|
| Lĩnh vực | Bayes | Bayes |
| Họ | Bayesian methods | Bayesian methods |
| Năm ra đời≠ | 1994–2008 | 1987 |
| Người khởi xướng≠ | Ghahramani & Jordan; Wainwright & Jordan (formal foundations) | Tanner & Wong (data augmentation); extended by Gelfand & Smith, Rubin |
| Loại≠ | Approximate Bayesian inference | Bayesian computational method |
| Công trình gốc≠ | Ghahramani, 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 ↗ | Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860 |
| Tên gọi khác | VI with missing data, variational EM with missing data, VB missing data, mean-field VI for incomplete data | MCMC missing data, data augmentation MCMC, Bayesian multiple imputation, MCMC imputation |
| Liên quan≠ | 4 | 6 |
| Tóm tắt≠ | Variational 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. | 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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