Introduction to sequential monte carlo, an
Auteur :
Chopin, Nicolas / Papaspiliopoulos, Omiros
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030478476
Date de publication :
3 oct. 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. Bayesian inference or rare-event problems), are also discussed. The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area.