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Likipohjainen laskenta mittausvirheellä×Sekventiaalinen Monte Carlo×
TieteenalaBayesilainen tilastotiedeBayesilainen tilastotiede
MenetelmäperheBayesian methodsBayesian methods
Syntyvuosi2013 (measurement-error extension); ABC: 1997-20021993 (particle filter); 2006 (SMC samplers)
KehittäjäWilkinson, R. D. (formal treatment); ABC roots: Tavaré, Diggle, Beaumont et al. (1997-2002)Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Tyyppilikelihood-free Bayesian inferenceSequential Bayesian computation
AlkuperäislähdeWilkinson, 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. 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 ↗
RinnakkaisnimetABC with measurement error, ABC-ME, likelihood-free inference with measurement error, simulation-based inference under measurement errorSMC, particle filter, sequential importance resampling, SMC sampler
Liittyvät56
TiivistelmäApproximate 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.
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ScholarGateVertaile menetelmiä: Approximate Bayesian Computation with Measurement Error · Sequential Monte Carlo. Haettu 2026-06-18 osoitteesta https://scholargate.app/fi/compare