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	Monte Carlo Sequenziale con Dati Mancanti	Monte Carlo Sequenziale
Campo	Bayesiano	Bayesiano
Famiglia	Bayesian methods	Bayesian methods
Anno di origine	1993–2001	1993 (particle filter); 2006 (SMC samplers)
Ideatore	Gordon, Salmond & Smith (particle filter, 1993); missing-data extensions formalised by Doucet et al. (2000s)	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Tipo	Sequential Bayesian filtering / smoothing	Sequential Bayesian computation
Fonte seminale	Doucet, A., de Freitas, N., & Gordon, N. (Eds.) (2001). Sequential Monte Carlo Methods in Practice. Springer, New York. ISBN: 978-0387951461	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.
Alias	SMC with missing data, particle filter with missing observations, SMC missing observations, particle smoothing with incomplete data	SMC, particle filter, sequential importance resampling, SMC sampler
Correlati	6	6
Sintesi	Sequential Monte Carlo (SMC) with missing data extends the standard particle filter to state-space models in which some observations are absent. When an observation is missing at a given time step the update step is simply skipped: particles are propagated forward through the transition model without reweighting, preserving exact Bayesian inference under any missing-data pattern as long as missingness is ignorable (missing at random or missing completely at random).	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.