Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Algoritmi Dinamik Metropolis-Hastings× | Inferencë Bayesiane Dinamike× | |
|---|---|---|
| Fusha | Statistika bajesiane | Statistika bajesiane |
| Familja | Bayesian methods | Bayesian methods |
| Viti i origjinës≠ | 1970 (algorithm); 1992 (dynamic application) | 1989–1997 |
| Krijuesi≠ | W. K. Hastings (algorithm); applied to dynamic models by Carlin, Polson & Stoffer | West & Harrison (dynamic linear models); Dean & Kanazawa (dynamic Bayesian networks) |
| Lloji≠ | Bayesian MCMC sampler for dynamic models | Bayesian sequential / online inference framework |
| Burimi themelues≠ | Hastings, W. K. (1970). Monte Carlo sampling methods using Markov chains and their applications. Biometrika, 57(1), 97–109. DOI ↗ | West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259 |
| Emërtime të tjera | Dynamic MH, MH for state-space models, Metropolis-Hastings in dynamic models, time-varying parameter MH | online Bayesian inference, sequential Bayesian updating, recursive Bayesian estimation, dynamic Bayesian updating |
| Të lidhura≠ | 5 | 6 |
| Përmbledhja≠ | The Dynamic Metropolis-Hastings (Dynamic MH) algorithm applies the Metropolis-Hastings MCMC sampler to Bayesian state-space and time-varying parameter models. At each time step, latent states or evolving parameters are updated via proposal-and-accept moves, yielding full posterior distributions over trajectories rather than single filtered estimates. | 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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