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Tijdreeks Approximate Bayesian Computation×Dynamische Bayesiaanse Inferentie×
VakgebiedBayesiaanse statistiekBayesiaanse statistiek
FamilieBayesian methodsBayesian methods
Jaar van ontstaan20091989–1997
GrondleggerBeaumont, Zhang & Balding (2002) for ABC; Toni et al. (2009) for dynamical/time-series extensionWest & Harrison (dynamic linear models); Dean & Kanazawa (dynamic Bayesian networks)
Typelikelihood-free Bayesian inferenceBayesian sequential / online inference framework
Oorspronkelijke bronToni, 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
AliassenTS-ABC, time series ABC, likelihood-free inference for time series, ABC for dynamical systemsonline Bayesian inference, sequential Bayesian updating, recursive Bayesian estimation, dynamic Bayesian updating
Verwant66
SamenvattingTime 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.Dynamic Bayesian inference is a framework for performing Bayesian updating sequentially as new observations arrive over time. Rather than fitting a static model to a fixed dataset, it tracks how a posterior distribution over latent states or parameters evolves step by step, combining a prior with each new likelihood to produce an updated posterior that propagates forward through time.
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ScholarGateMethoden vergelijken: Time series approximate Bayesian computation · Dynamic Bayesian Inference. Geraadpleegd op 2026-06-17 via https://scholargate.app/nl/compare