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Càlcul bayesià aproximat robust×Monte Carlo Seqüencial×
CampBayesiàBayesià
FamíliaBayesian methodsBayesian methods
Any d'origen20161993 (particle filter); 2006 (SMC samplers)
Autor originalRuli, Sartori & Ventura; Frazier, Drovandi & Nott (2016–2020)Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Tipuslikelihood-free inferenceSequential Bayesian computation
Font seminalRuli, E., Sartori, N. & Ventura, L. (2016). Approximate Bayesian computation with composite score functions. Statistics and Computing, 26(3), 679–692. DOI ↗Gordon, N. J., Salmond, D. J., & Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE Proceedings F - Radar and Signal Processing, 140(2), 107–113. DOI ↗
ÀliesRobust ABC, robust ABC inference, outlier-robust ABC, robust likelihood-free inferenceSMC, particle filter, sequential importance resampling, SMC sampler
Relacionats66
ResumRobust ABC extends standard Approximate Bayesian Computation to handle outliers, model misspecification, and sensitivity to summary statistic choice. By replacing conventional distance measures with robust alternatives — such as composite scores, trimmed statistics, or synthetic likelihoods — it protects posterior inference from being distorted by atypical observations or an imperfect simulator.Sequential Monte Carlo (SMC) is a family of simulation-based algorithms that approximate evolving probability distributions by propagating and reweighting a cloud of weighted random draws called particles. It handles nonlinear, non-Gaussian models and streams of data naturally, making it the method of choice for real-time state estimation and posterior approximation over complex distributions.
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ScholarGateCompara mètodes: Robust Approximate Bayesian Computation · Sequential Monte Carlo. Recuperat el 2026-06-15 de https://scholargate.app/ca/compare