Sammenlign metoder

	Bayesiansk inferens for tidsserier	Sekventiel Monte Carlo
Fagområde	Bayesiansk	Bayesiansk
Familie	Bayesian methods	Bayesian methods
Oprindelsesår	1989	1993 (particle filter); 2006 (SMC samplers)
Ophavsperson	Mike West and Jeff Harrison	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Type	Bayesian probabilistic model	Sequential Bayesian computation
Oprindelig kilde	West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259	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.
Aliasser	Bayesian time series analysis, Bayesian state-space modeling, probabilistic time series inference, BSTS	SMC, particle filter, sequential importance resampling, SMC sampler
Relaterede	6	6
Resumé	Time series Bayesian inference applies Bayes' theorem sequentially to time-ordered observations, maintaining a full probability distribution over hidden states and model parameters at every time step. This framework unifies state-space models, dynamic linear models, and particle filters, producing calibrated uncertainty for both filtering (real-time) and retrospective smoothing tasks.	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.