Vertaile menetelmiä

	Sekventiaalinen Monte Carlo	Approksimatiivinen Bayesilainen Laskenta
Tieteenala	Bayesilainen tilastotiede	Simulointi
Menetelmäperhe	Bayesian methods	Process / pipeline
Syntyvuosi	1993 (particle filter); 2006 (SMC samplers)	2002
Kehittäjä	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)	—
Tyyppi	Sequential Bayesian computation	Simulation-based Bayesian inference
Alkuperäislähde	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.	Beaumont, M.A., Zhang, W. & Balding, D.J. (2002). Approximate Bayesian Computation in Population Genetics. Genetics, 162(4), 2025-2035.
Rinnakkaisnimet	SMC, particle filter, sequential importance resampling, SMC sampler	ABC, likelihood-free inference, simulation-based inference, Yaklaşık Bayesçi Hesaplama (ABC)
Liittyvät	6	5
Tiivistelmä	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.	Approximate Bayesian Computation (ABC) is a family of simulation-based inference methods that estimate posterior distributions without requiring an analytically tractable likelihood function. Introduced by Beaumont, Zhang and Balding (2002) in the context of population genetics, ABC replaced the intractable likelihood with repeated model simulation and a comparison of summary statistics between simulated and observed data.