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شبیه‌سازی بوت‌استرپ چندسطحی×مونت‌کارلوی ترتیبی×
حوزهبیزیبیزی
خانوادهBayesian methodsBayesian methods
سال پیدایش1979 (bootstrap); multilevel variants c.1990s1993 (particle filter); 2006 (SMC samplers)
پدیدآورEfron (1979); multilevel extensions developed through 1980s–2000sGordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
نوعresampling / simulationSequential Bayesian computation
منبع بنیادینEfron, B. (1979). Bootstrap methods: Another look at the jackknife. The Annals of Statistics, 7(1), 1–26. 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 ↗
نام‌های دیگرhierarchical bootstrap, cluster bootstrap, stratified bootstrap for multilevel data, multilevel resamplingSMC, particle filter, sequential importance resampling, SMC sampler
مرتبط66
خلاصهMultilevel bootstrap simulation is a resampling technique designed for clustered or hierarchically structured data. It preserves the nested data structure by resampling at each level independently — first drawing clusters (e.g., schools, hospitals), then drawing observations within each sampled cluster — so that bootstrap replicate datasets reflect the same multilevel organisation as the original data.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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ScholarGateمقایسهٔ روش‌ها: Multilevel Bootstrap Simulation · Sequential Monte Carlo. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare