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Monte Carlo Sekuensial dengan Galat Pengukuran×Metropolis-Hastings (MCMC)×
BidangBayesianSimulasi
KeluargaBayesian methodsProcess / pipeline
Tahun asal1993–20011953 (Metropolis-Hastings); 1984 (Gibbs)
PencetusGordon, Salmond & Smith (1993); extended by Doucet, de Freitas & Gordon (2001)Metropolis et al. (1953); Gibbs sampler formalised by Geman & Geman (1984)
TipeSequential Bayesian filteringSimulation-based Bayesian inference / numerical integration
Sumber perintisDoucet, A., de Freitas, N., & Gordon, N. (Eds.). (2001). Sequential Monte Carlo Methods in Practice. Springer New York. ISBN: 978-0-387-95146-1Gelman, A., Carlin, J.B., Stern, H.S., Dunson, D.B., Vehtari, A. & Rubin, D.B. (2013). Bayesian Data Analysis (3rd ed.). Chapman & Hall/CRC. DOI ↗
AliasSMC with measurement error, particle filter with noisy observations, SMC state-space measurement error, sequential particle filtering with observation noiseMCMC, Metropolis-Hastings, Gibbs sampling, Markov Zinciri Monte Carlo (MCMC — Metropolis-Hastings, Gibbs)
Terkait65
RingkasanSequential Monte Carlo (SMC) with measurement error is a particle-based Bayesian filtering method for tracking hidden states in dynamical systems when observations are corrupted by noise. It propagates a weighted cloud of particles through time, updating weights at each step to reflect how well each particle explains the noisy measurement, and produces a full posterior distribution over the latent state at every time point.Markov Chain Monte Carlo (MCMC) is a family of simulation algorithms that constructs a Markov chain whose stationary distribution is the target posterior, enabling Bayesian inference and high-dimensional integral computation that would otherwise be analytically intractable. Pioneered by Metropolis and colleagues in 1953 and extended by Hastings in 1970, MCMC underpins modern Bayesian statistics. The two most widely used variants are Metropolis-Hastings, which proposes moves from a general proposal distribution, and Gibbs sampling, which draws each parameter in turn from its full conditional distribution.
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  1. v1
  2. 2 Sumber
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  1. v1
  2. 2 Sumber
  3. PUBLISHED

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ScholarGateBandingkan metode: Sequential Monte Carlo with Measurement Error · Markov Chain Monte Carlo. Diakses 2026-06-19 dari https://scholargate.app/id/compare