Porovnat metody

	Dynamické sekvenční Monte Carlo	Sekvenční Monte Carlo
Obor	Bayesovská statistika	Bayesovská statistika
Rodina	Bayesian methods	Bayesian methods
Rok vzniku	2006	1993 (particle filter); 2006 (SMC samplers)
Tvůrce	Del Moral, Doucet, Jasra	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Typ	Sequential Monte Carlo sampler for dynamic settings	Sequential Bayesian computation
Původní zdroj	Del Moral, P., Doucet, A. & Jasra, A. (2006). Sequential Monte Carlo samplers. Journal of the Royal Statistical Society: Series B, 68(3), 411–436.	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.
Další názvy	Dynamic SMC, SMC for dynamic models, sequential particle filter, dynamic particle sampler	SMC, particle filter, sequential importance resampling, SMC sampler
Příbuzné	6	6
Shrnutí	Dynamic Sequential Monte Carlo (Dynamic SMC) is a Bayesian computational method that maintains and updates a population of weighted samples — particles — as new observations arrive over time. It propagates particles through a dynamic system model, reweights them by how well they match the observed data, and periodically resamples to concentrate effort on high-probability regions, yielding online posterior inference for state-space and time-evolving models.	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.