<p>Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survial of the fitt
Sequential Monte Carlo Methods in Practice
โ Scribed by Arnaud Doucet, Nando de Freitas, Neil Gordon, A. Smith
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Leaves
- 589
- Series
- Information Science and Statistics
- Edition
- Softcover reprint of hardcover 1st ed. 2001
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
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.
๐ SIMILAR VOLUMES
<p>Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survial of the fitt
<p>Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survial of the fitt
This book presents the first comprehensive account of fast sequential Monte Carlo (SMC) methods for counting and optimization at an exceptionally accessible level. Written by authorities in the field, it places great emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumera
There is no book on the market to compare with Dr Jรคckel's. All the techniques, the tricks, the pitfalls of this important methodology are covered in detail and with great insight. This is no book on abstract theory, Dr Jรคckel is a practitioner who has implemented every single one of these ideas. He