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| 강건 근사 베이즈 추론 (Robust Approximate Bayesian Computation)× | 순차 몬테카를로 (Sequential Monte Carlo, SMC)× | |
|---|---|---|
| 분야 | 베이지안 | 베이지안 |
| 계열 | Bayesian methods | Bayesian methods |
| 기원 연도≠ | 2016 | 1993 (particle filter); 2006 (SMC samplers) |
| 창시자≠ | Ruli, Sartori & Ventura; Frazier, Drovandi & Nott (2016–2020) | Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers) |
| 유형≠ | likelihood-free inference | Sequential Bayesian computation |
| 원전≠ | Ruli, E., Sartori, N. & Ventura, L. (2016). Approximate Bayesian computation with composite score functions. Statistics and Computing, 26(3), 679–692. 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 ↗ |
| 별칭 | Robust ABC, robust ABC inference, outlier-robust ABC, robust likelihood-free inference | SMC, particle filter, sequential importance resampling, SMC sampler |
| 관련 | 6 | 6 |
| 요약≠ | Robust ABC extends standard Approximate Bayesian Computation to handle outliers, model misspecification, and sensitivity to summary statistic choice. By replacing conventional distance measures with robust alternatives — such as composite scores, trimmed statistics, or synthetic likelihoods — it protects posterior inference from being distorted by atypical observations or an imperfect simulator. | 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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