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محاسبات تقریبی بیزی سری زمانی×مونت‌کارلوی ترتیبی×
حوزهبیزیبیزی
خانوادهBayesian methodsBayesian methods
سال پیدایش20091993 (particle filter); 2006 (SMC samplers)
پدیدآورBeaumont, Zhang & Balding (2002) for ABC; Toni et al. (2009) for dynamical/time-series extensionGordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
نوعlikelihood-free Bayesian inferenceSequential Bayesian computation
منبع بنیادینToni, T., Welch, D., Strelkowa, N., Ipsen, A. & Stumpf, M. P. H. (2009). Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems. Journal of the Royal Society Interface, 6(31), 187–202. 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 دیگرTS-ABC, time series ABC, likelihood-free inference for time series, ABC for dynamical systemsSMC, particle filter, sequential importance resampling, SMC sampler
مرتبط66
خلاصهTime series ABC is a likelihood-free Bayesian inference method that estimates the posterior distribution of model parameters for dynamical or time-indexed systems by comparing summary statistics of simulated trajectories to those of the observed series, bypassing the need to evaluate an analytic likelihood. It is particularly valuable for complex mechanistic or stochastic models whose likelihoods are intractable.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: Time series approximate Bayesian computation · Sequential Monte Carlo. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare