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| Динамично Байесово извеждане× | Йерархично Бейсианско заключение× | |
|---|---|---|
| Област | Бейсови методи | Бейсови методи |
| Семейство | Bayesian methods | Bayesian methods |
| Година на възникване≠ | 1989–1997 | 1972 (Lindley & Smith); consolidated 1995–2013 |
| Създател≠ | West & Harrison (dynamic linear models); Dean & Kanazawa (dynamic Bayesian networks) | Lindley & Smith; Gelman et al. |
| Тип≠ | Bayesian sequential / online inference framework | Bayesian multilevel model |
| Основополагащ източник≠ | West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259 | 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 |
| Други названия | online Bayesian inference, sequential Bayesian updating, recursive Bayesian estimation, dynamic Bayesian updating | multilevel Bayesian modeling, Bayesian hierarchical model, nested Bayesian model, partial pooling model |
| Свързани | 6 | 6 |
| Резюме≠ | Dynamic Bayesian inference is a framework for performing Bayesian updating sequentially as new observations arrive over time. Rather than fitting a static model to a fixed dataset, it tracks how a posterior distribution over latent states or parameters evolves step by step, combining a prior with each new likelihood to produce an updated posterior that propagates forward through time. | Hierarchical Bayesian inference is a probabilistic modeling framework that organises parameters into levels, placing priors on the group-level parameters and hyperpriors on the parameters governing those priors. It enables partial pooling of information across groups, balancing the extremes of treating each group as independent or merging them into a single estimate. |
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