Vertaile menetelmiä

	Robust Approximate Bayesian Computation	Sekventiaalinen Monte Carlo
Tieteenala	Bayesilainen tilastotiede	Bayesilainen tilastotiede
Menetelmäperhe	Bayesian methods	Bayesian methods
Syntyvuosi	2016	1993 (particle filter); 2006 (SMC samplers)
Kehittäjä	Ruli, Sartori & Ventura; Frazier, Drovandi & Nott (2016–2020)	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Tyyppi	likelihood-free inference	Sequential Bayesian computation
Alkuperäislähde	Ruli, E., Sartori, N. & Ventura, L. (2016). Approximate Bayesian computation with composite score functions. Statistics and Computing, 26(3), 679–692.	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.
Rinnakkaisnimet	Robust ABC, robust ABC inference, outlier-robust ABC, robust likelihood-free inference	SMC, particle filter, sequential importance resampling, SMC sampler
Liittyvät	6	6
Tiivistelmä	Robust ABC extends standard Approximate Bayesian Computation to handle outliers, model misspecification, and sensitivity to summary statistic choice. By replacing conventional distance measures with robust alternatives — such as composite scores, trimmed statistics, or synthetic likelihoods — it protects posterior inference from being distorted by atypical observations or an imperfect simulator.	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.