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An Introduction to Sequential Monte Carlo

An Introduction to Sequential Monte Carlo

by Chopin , Nicolas
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Rs. 5,579.00
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Rs. 3,906.00

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Book cover type: Paperback
  • ISBN13: 9783030478476
  • Binding: Paperback
  • Subject: Mathematics and Statistics
  • Publisher: Springer Verlag
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 404
  • Original Price: EUR 59.99
  • Language: English
  • Edition: N/A
  • Item Weight: 560 grams

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.