विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| सीक्वेंशियल मोंटे कार्लो× | कण फ़िल्टर (अनुक्रमिक मोंटे कार्लो)× | |
|---|---|---|
| क्षेत्र | बायेसियन | बायेसियन |
| परिवार | Bayesian methods | Bayesian methods |
| उद्भव वर्ष≠ | 1993 (particle filter); 2006 (SMC samplers) | 1993 |
| प्रवर्तक≠ | Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers) | Gordon, Salmond & Smith |
| प्रकार≠ | Sequential Bayesian computation | Sequential Monte Carlo estimator |
| मौलिक स्रोत≠ | 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 ↗ | 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 ↗ |
| उपनाम≠ | SMC, particle filter, sequential importance resampling, SMC sampler | SMC, sequential Monte Carlo, bootstrap filter, condensation algorithm |
| संबंधित≠ | 6 | 4 |
| सारांश≠ | 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. | The particle filter, introduced by Gordon, Salmond, and Smith in 1993, is a sequential Monte Carlo algorithm that approximates the Bayesian filtering distribution for nonlinear and non-Gaussian state-space models. Rather than tracking a single best estimate, it maintains a cloud of N weighted random samples — particles — that collectively represent the full posterior distribution of a hidden state at each point in time as new observations arrive. |
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