Sequential Monte Carlo Methods in Practice
Arnaud Doucet, Nando de Freitas, Neil Gordon, A. Smith
Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
Categories:
Year:
2010
Edition:
Softcover reprint of hardcover 1st ed. 2001
Publisher:
Springer
Language:
english
Pages:
583
ISBN 10:
1441928871
ISBN 13:
9781441928870
Series:
Information Science and Statistics
File:
PDF, 50.70 MB
IPFS:
,
english, 2010