手法を比較
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| 空間的近似ベイズ計算× | 逐次モンテカルロ法× | |
|---|---|---|
| 分野 | ベイズ | ベイズ |
| 系統 | Bayesian methods | Bayesian methods |
| 提唱年≠ | 2002 (spatial extensions from mid-2000s) | 1993 (particle filter); 2006 (SMC samplers) |
| 提唱者≠ | Diggle & Gratton (implicit statistical models, 1984); Beaumont, Zhang & Balding (ABC formalization, 2002) | Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers) |
| 種類≠ | likelihood-free Bayesian inference | Sequential Bayesian computation |
| 原典≠ | Beaumont, M. A., Zhang, W., & Balding, D. J. (2002). Approximate Bayesian computation in population genetics. Genetics, 162(4), 2025–2035. 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 ↗ |
| 別名 | Spatial ABC, ABC for spatial data, likelihood-free Bayesian spatial inference, simulation-based spatial inference | SMC, particle filter, sequential importance resampling, SMC sampler |
| 関連≠ | 4 | 6 |
| 概要≠ | Spatial Approximate Bayesian Computation (Spatial ABC) is a likelihood-free Bayesian inference framework for spatial data models whose likelihood function is intractable or too expensive to evaluate. It draws candidate parameters from a prior, simulates spatially structured datasets under those parameters, and accepts only the draws whose simulated spatial summary statistics closely match the observed data, thereby building an approximate posterior over model parameters. | 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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