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MCMC [1 record]

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Alphabetical list of terms

Record 1 2014-01-23

English

Subject field(s)
  • Probability (Statistics)
DEF

A probabilistic analysis method combined with the Markov model, which captures the transitional probabilities between various states to study the interaction between the probability distributions attached to each variable.

OBS

This type of simulation provides an estimate of the degree of uncertainty in a model. It is widely used in Bayesian analysis to build or update models of the joint distribution of variables.

OBS

Markov chain Monte Carlo method; MCMC: term, abbreviation and definition standardized by the Health Technology Assessment (HTA) Glossary English Editorial Board and the Translation Bureau.

French

Domaine(s)
  • Probabilités (Statistique)
DEF

Méthode d’analyse probabiliste combinée avec le modèle de Markov, qui enregistre les probabilités de transition, entre divers états pour étudier l’interaction entre les distributions de probabilités rattachées à chaque variable.

OBS

Ce type de simulation fournit une estimation du degré d’incertitude d’un modèle. Il est largement utilisé en analyse bayésienne pour construire ou actualiser des modèles de distributions combinées de variables.

OBS

méthode de Monte Carlo par chaîne de Markov; simulation Monte Carlo par chaîne de Markov; méthode de Monte Carlo en chaîne de Markov : termes et définition normalisés par l'Institut national d'excellence en santé et en services sociaux (INESSS) et le Bureau de la traduction.

Spanish

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