Methoden vergleichen

	Approximate Bayesian Computation mit Messfehlern	Sequentielle Monte-Carlo-Methoden
Fachgebiet	Bayes-Statistik	Bayes-Statistik
Familie	Bayesian methods	Bayesian methods
Entstehungsjahr	2013 (measurement-error extension); ABC: 1997-2002	1993 (particle filter); 2006 (SMC samplers)
Urheber	Wilkinson, R. D. (formal treatment); ABC roots: Tavaré, Diggle, Beaumont et al. (1997-2002)	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Typ	likelihood-free Bayesian inference	Sequential Bayesian computation
Wegweisende Quelle	Wilkinson, R. D. (2013). Approximate Bayesian computation (ABC) gives exact results under the assumption of model error. Statistical Applications in Genetics and Molecular Biology, 12(2), 129-141.	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.
Aliasnamen	ABC with measurement error, ABC-ME, likelihood-free inference with measurement error, simulation-based inference under measurement error	SMC, particle filter, sequential importance resampling, SMC sampler
Verwandt	5	6
Zusammenfassung	Approximate Bayesian Computation with measurement error (ABC-ME) extends the standard ABC likelihood-free framework to settings where observed data are themselves noisy or imprecisely recorded. By explicitly incorporating a measurement-error kernel into the acceptance step, ABC-ME targets the correct posterior over model parameters even when the true data-generating process cannot be directly observed.	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.