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Sekvenční metodou Monte Carlo s chybou měření×Bayesovská inference s chybou měření×
OborBayesovská statistikaBayesovská statistika
RodinaBayesian methodsBayesian methods
Rok vzniku1993–20011993
TvůrceGordon, Salmond & Smith (1993); extended by Doucet, de Freitas & Gordon (2001)Richardson & Gilks (Bayesian formulation); Carroll et al. (comprehensive framework)
TypSequential Bayesian filteringBayesian errors-in-variables model
Původní zdrojDoucet, A., de Freitas, N., & Gordon, N. (Eds.). (2001). Sequential Monte Carlo Methods in Practice. Springer New York. ISBN: 978-0-387-95146-1Carroll, R. J., Ruppert, D., Stefanski, L. A., & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman & Hall/CRC. ISBN: 978-1584886433
Další názvySMC with measurement error, particle filter with noisy observations, SMC state-space measurement error, sequential particle filtering with observation noiseBayesian errors-in-variables model, Bayesian EIV model, Bayesian measurement error model, Bayesian misclassification model
Příbuzné65
ShrnutíSequential Monte Carlo (SMC) with measurement error is a particle-based Bayesian filtering method for tracking hidden states in dynamical systems when observations are corrupted by noise. It propagates a weighted cloud of particles through time, updating weights at each step to reflect how well each particle explains the noisy measurement, and produces a full posterior distribution over the latent state at every time point.Bayesian inference with measurement error extends the standard Bayesian framework to situations where one or more covariates or outcomes are observed with noise or misclassification. By treating the true unobserved values as latent variables and assigning them priors, the model jointly estimates the true exposure distribution and the structural parameters of interest, propagating all uncertainty through the posterior.
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ScholarGatePorovnat metody: Sequential Monte Carlo with Measurement Error · Bayesian Inference with Measurement Error. Získáno 2026-06-18 z https://scholargate.app/cs/compare