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Multilevel Monte Carlo Simulation×Sekventiel Monte Carlo×
FagområdeBayesianskBayesiansk
FamilieBayesian methodsBayesian methods
Oprindelsesår20081993 (particle filter); 2006 (SMC samplers)
OphavspersonMichael B. GilesGordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Typevariance-reduction simulationSequential Bayesian computation
Oprindelig kildeGiles, M. B. (2008). Multilevel Monte Carlo path simulation. Operations Research, 56(3), 607–617. 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 ↗
AliasserMLMC, multilevel MC, multi-level Monte Carlo, MLMC simulationSMC, particle filter, sequential importance resampling, SMC sampler
Relaterede46
ResuméMultilevel Monte Carlo (MLMC) is a variance-reduction technique that estimates expectations by combining simulations run at multiple levels of numerical resolution. Coarse, cheap simulations capture most of the signal; fine, expensive simulations correct only the remaining small difference — dramatically reducing total computational cost compared with standard Monte Carlo at the finest level alone.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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ScholarGateSammenlign metoder: Multilevel Monte Carlo Simulation · Sequential Monte Carlo. Hentet 2026-06-17 fra https://scholargate.app/da/compare