Comparar métodos

	Simulação de Monte Carlo com Dados Ausentes	Monte Carlo Sequencial
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	1987–2002	1993 (particle filter); 2006 (SMC samplers)
Autor original	Rubin, D. B. / Little, R. J. A.	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
Tipo	Simulation-based estimation	Sequential Bayesian computation
Fonte seminal	Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860	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.
Outros nomes	MC simulation missing data, Monte Carlo imputation, simulation-based missing data analysis, stochastic simulation with incomplete data	SMC, particle filter, sequential importance resampling, SMC sampler
Relacionados	6	6
Resumo	Monte Carlo simulation with missing data combines stochastic simulation — drawing random values from probability distributions — with principled missing-data strategies such as multiple imputation. Instead of discarding incomplete records or substituting a single fill-in value, the method generates many simulated complete datasets, runs the target analysis on each, and pools the results to yield estimates that honestly reflect both sampling uncertainty and uncertainty due to missingness.	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.