Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Динамічне варіаційне виведення× | Послідовний Монте-Карло× | |
|---|---|---|
| Галузь | Баєсові методи | Баєсові методи |
| Родина | Bayesian methods | Bayesian methods |
| Рік появи≠ | 2014–2015 | 1993 (particle filter); 2006 (SMC samplers) |
| Автор методу≠ | Bayer, Osendorfer, Krishnan and colleagues | Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers) |
| Тип≠ | Bayesian approximate inference | Sequential Bayesian computation |
| Основоположне джерело≠ | Krishnan, R. G., Shalit, U., & Sontag, D. (2015). Deep Kalman Filters. NIPS 2015 Workshop on Advances in Approximate Bayesian Inference. link ↗ | 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. DOI ↗ |
| Інші назви | sequential variational inference, temporal variational inference, variational inference for state-space models, DVI | SMC, particle filter, sequential importance resampling, SMC sampler |
| Пов'язані | 6 | 6 |
| Підсумок≠ | Dynamic variational inference extends the variational inference framework to sequential and time-series settings by positing a structured approximate posterior that respects the temporal ordering of latent states. It jointly learns a generative model of how hidden states evolve over time and a recognition network that maps observed sequences back to those latent states, optimising a sequential evidence lower bound (ELBO). | 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. |
| ScholarGateНабір даних ↗ |
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