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Approximate Bayesian Computation per Serie Temporali×Inferenza Bayesiana su Serie Storiche×
CampoBayesianoBayesiano
FamigliaBayesian methodsBayesian methods
Anno di origine20091989
IdeatoreBeaumont, Zhang & Balding (2002) for ABC; Toni et al. (2009) for dynamical/time-series extensionMike West and Jeff Harrison
Tipolikelihood-free Bayesian inferenceBayesian probabilistic model
Fonte seminaleToni, T., Welch, D., Strelkowa, N., Ipsen, A. & Stumpf, M. P. H. (2009). Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems. Journal of the Royal Society Interface, 6(31), 187–202. DOI ↗West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259
AliasTS-ABC, time series ABC, likelihood-free inference for time series, ABC for dynamical systemsBayesian time series analysis, Bayesian state-space modeling, probabilistic time series inference, BSTS
Correlati66
SintesiTime series ABC is a likelihood-free Bayesian inference method that estimates the posterior distribution of model parameters for dynamical or time-indexed systems by comparing summary statistics of simulated trajectories to those of the observed series, bypassing the need to evaluate an analytic likelihood. It is particularly valuable for complex mechanistic or stochastic models whose likelihoods are intractable.Time series Bayesian inference applies Bayes' theorem sequentially to time-ordered observations, maintaining a full probability distribution over hidden states and model parameters at every time step. This framework unifies state-space models, dynamic linear models, and particle filters, producing calibrated uncertainty for both filtering (real-time) and retrospective smoothing tasks.
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  1. v1
  2. 2 Fonti
  3. PUBLISHED
  1. v1
  2. 2 Fonti
  3. PUBLISHED

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ScholarGateConfronta i metodi: Time series approximate Bayesian computation · Time series Bayesian inference. Consultato il 2026-06-18 da https://scholargate.app/it/compare