Vertaile menetelmiä

	Dynaaminen sekventiaalinen Monte Carlo	Hamiltonin Monte Carlo
Tieteenala	Bayesilainen tilastotiede	Bayesilainen tilastotiede
Menetelmäperhe	Bayesian methods	Bayesian methods
Syntyvuosi	2006	1987
Kehittäjä	Del Moral, Doucet, Jasra	—
Tyyppi	Sequential Monte Carlo sampler for dynamic settings	Gradient-based Markov chain Monte Carlo sampler
Alkuperäislähde	Del Moral, P., Doucet, A. & Jasra, A. (2006). Sequential Monte Carlo samplers. Journal of the Royal Statistical Society: Series B, 68(3), 411–436.	Duane, S., Kennedy, A. D., Pendleton, B. J., & Roweth, D. (1987). Hybrid Monte Carlo. Physics Letters B, 195(2), 216–222.
Rinnakkaisnimet	Dynamic SMC, SMC for dynamic models, sequential particle filter, dynamic particle sampler	HMC, Hybrid Monte Carlo, NUTS, No-U-Turn Sampler
Liittyvät	6	3
Tiivistelmä	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.	Hamiltonian Monte Carlo (HMC) is a gradient-based Markov chain Monte Carlo algorithm that uses the geometry of the log-posterior surface to make large, informed jumps through parameter space instead of the small random steps of classical MCMC. Originally introduced for lattice field theory by Duane, Kennedy, Pendleton, and Roweth (1987) under the name Hybrid Monte Carlo, and brought into mainstream statistics by Radford Neal's authoritative 2011 chapter, HMC is today the default sampler in Stan and PyMC and is widely regarded as the state-of-the-art engine for Bayesian posterior inference in high-dimensional models.