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| Symulacja dynamiczna metodą Monte Carlo× | Dynamic Bayesian Inference× | |
|---|---|---|
| Dziedzina | Statystyka bayesowska | Statystyka bayesowska |
| Rodzina | Bayesian methods | Bayesian methods |
| Rok powstania≠ | 1975–1977 | 1989–1997 |
| Twórca≠ | Bortz, Kalos & Lebowitz (physics); Gillespie (chemistry) | West & Harrison (dynamic linear models); Dean & Kanazawa (dynamic Bayesian networks) |
| Typ≠ | stochastic simulation | Bayesian sequential / online inference framework |
| Źródło pierwotne≠ | Bortz, A. B., Kalos, M. H., & Lebowitz, J. L. (1975). A new algorithm for Monte Carlo simulation of Ising spin systems. Journal of Computational Physics, 17(1), 10–18. DOI ↗ | West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259 |
| Inne nazwy | DMC simulation, kinetic Monte Carlo, time-driven Monte Carlo, event-driven Monte Carlo | online Bayesian inference, sequential Bayesian updating, recursive Bayesian estimation, dynamic Bayesian updating |
| Pokrewne | 6 | 6 |
| Podsumowanie≠ | Dynamic Monte Carlo (DMC) simulation is a computational method that tracks the stochastic time evolution of a system by drawing random event sequences weighted by transition rates. Unlike static Monte Carlo sampling of equilibrium distributions, DMC explicitly advances a clock, making it suitable for kinetic, reaction, and time-dependent phenomena where the sequence and timing of events matter. | 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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