เปรียบเทียบวิธี

	Sequential Monte Carlo	Markov Chain Monte Carlo (MCMC)
สาขาวิชา	เบย์	เบย์
ตระกูล	Bayesian methods	Bayesian methods
ปีกำเนิด	1993 (particle filter); 2006 (SMC samplers)	—
ผู้ริเริ่ม	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)	—
ประเภท	Sequential Bayesian computation	Posterior sampling algorithm
แหล่งต้นตำรับ	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.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
ชื่อเรียกอื่น	SMC, particle filter, sequential importance resampling, SMC sampler	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
ที่เกี่ยวข้อง	6	3
สรุป	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.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.