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缺失数据的贝叶斯推断

缺失数据的贝叶斯推断将未观测值视为未知参数,并将其从后验分布中积分出去。该方法不删除或临时插补不完整记录,而是在明确的缺失数据机制下联合建模观测数据和缺失数据,从而产生完全校准的后验不确定性,诚实地反映数据无法告知我们的信息。

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来源

  1. Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley-Interscience. ISBN: 978-0471183860
  2. 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

如何引用本页

ScholarGate. (2026, June 3). Bayesian Inference with Missing Data. ScholarGate. https://scholargate.app/zh/bayesian/bayesian-inference-with-missing-data

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被引用于

ScholarGateBayesian Inference with Missing Data (Bayesian Inference with Missing Data). 于 2026-06-15 检索自 https://scholargate.app/zh/bayesian/bayesian-inference-with-missing-data · 数据集: https://doi.org/10.5281/zenodo.20539026