Methoden vergleichen

	Dynamisches sequenzielles Monte-Carlo-Verfahren	Dynamische Bayes'sche Inferenz
Fachgebiet	Bayes-Statistik	Bayes-Statistik
Familie	Bayesian methods	Bayesian methods
Entstehungsjahr	2006	1989–1997
Urheber	Del Moral, Doucet, Jasra	West & Harrison (dynamic linear models); Dean & Kanazawa (dynamic Bayesian networks)
Typ	Sequential Monte Carlo sampler for dynamic settings	Bayesian sequential / online inference framework
Wegweisende Quelle	Del Moral, P., Doucet, A. & Jasra, A. (2006). Sequential Monte Carlo samplers. Journal of the Royal Statistical Society: Series B, 68(3), 411–436.	West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259
Aliasnamen	Dynamic SMC, SMC for dynamic models, sequential particle filter, dynamic particle sampler	online Bayesian inference, sequential Bayesian updating, recursive Bayesian estimation, dynamic Bayesian updating
Verwandt	6	6
Zusammenfassung	Dynamic Sequential Monte Carlo (Dynamic SMC) is a Bayesian computational method that maintains and updates a population of weighted samples — particles — as new observations arrive over time. It propagates particles through a dynamic system model, reweights them by how well they match the observed data, and periodically resamples to concentrate effort on high-probability regions, yielding online posterior inference for state-space and time-evolving models.	Dynamic Bayesian inference is a framework for performing Bayesian updating sequentially as new observations arrive over time. Rather than fitting a static model to a fixed dataset, it tracks how a posterior distribution over latent states or parameters evolves step by step, combining a prior with each new likelihood to produce an updated posterior that propagates forward through time.