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|---|---|---|
| 분야 | 베이지안 | 베이지안 |
| 계열 | Bayesian methods | Bayesian methods |
| 기원 연도≠ | 1979–1990s | 1993–2001 |
| 창시자≠ | Bradley Efron (bootstrap); missing-data extensions by Efron, Little, Rubin and others | Gordon, Salmond & Smith (particle filter, 1993); missing-data extensions formalised by Doucet et al. (2000s) |
| 유형≠ | Resampling simulation | Sequential Bayesian filtering / smoothing |
| 원전≠ | Efron, B. & Tibshirani, R. J. (1993). An Introduction to the Bootstrap. Chapman and Hall/CRC. ISBN: 978-0412042317 | Doucet, A., de Freitas, N., & Gordon, N. (Eds.) (2001). Sequential Monte Carlo Methods in Practice. Springer, New York. ISBN: 978-0387951461 |
| 별칭 | bootstrap with missing data, bootstrap imputation simulation, resampling under missingness, bootstrap MI | SMC with missing data, particle filter with missing observations, SMC missing observations, particle smoothing with incomplete data |
| 관련≠ | 5 | 6 |
| 요약≠ | Bootstrap simulation with missing data combines resampling-based variance estimation with principled handling of incomplete observations. Rather than deleting cases or assuming complete data, the method integrates imputation or weighting directly into the bootstrap loop, propagating the additional uncertainty due to missingness into the final standard errors and confidence intervals. | 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). |
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