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Sekvenční Monte Carlo×Aproximované bayesovské počty×
OborBayesovská statistikaSimulace
RodinaBayesian methodsProcess / pipeline
Rok vzniku1993 (particle filter); 2006 (SMC samplers)2002
TvůrceGordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
TypSequential Bayesian computationSimulation-based Bayesian inference
Původní zdrojGordon, 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 ↗Beaumont, M.A., Zhang, W. & Balding, D.J. (2002). Approximate Bayesian Computation in Population Genetics. Genetics, 162(4), 2025-2035. DOI ↗
Další názvySMC, particle filter, sequential importance resampling, SMC samplerABC, likelihood-free inference, simulation-based inference, Yaklaşık Bayesçi Hesaplama (ABC)
Příbuzné65
ShrnutíSequential 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.Approximate Bayesian Computation (ABC) is a family of simulation-based inference methods that estimate posterior distributions without requiring an analytically tractable likelihood function. Introduced by Beaumont, Zhang and Balding (2002) in the context of population genetics, ABC replaced the intractable likelihood with repeated model simulation and a comparison of summary statistics between simulated and observed data.
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ScholarGatePorovnat metody: Sequential Monte Carlo · Approximate Bayesian Computation. Získáno 2026-06-15 z https://scholargate.app/cs/compare