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Robusna aproksimativna Bayesovo računanje×Sekvencijalno Monte Carlo×
PodručjeBayesovska statistikaBayesovska statistika
ObiteljBayesian methodsBayesian methods
Godina nastanka20161993 (particle filter); 2006 (SMC samplers)
TvoracRuli, Sartori & Ventura; Frazier, Drovandi & Nott (2016–2020)Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Vrstalikelihood-free inferenceSequential Bayesian computation
Temeljni izvorRuli, E., Sartori, N. & Ventura, L. (2016). Approximate Bayesian computation with composite score functions. Statistics and Computing, 26(3), 679–692. 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 ↗
Drugi naziviRobust ABC, robust ABC inference, outlier-robust ABC, robust likelihood-free inferenceSMC, particle filter, sequential importance resampling, SMC sampler
Srodne66
SažetakRobust 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.
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ScholarGateUsporedite metode: Robust Approximate Bayesian Computation · Sequential Monte Carlo. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare