An Introduction to Sequential Monte Carlo

Nicolas Chopin, Omiros Papaspiliopoulos

Springer Nature Switzerland AG, 2020

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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.

ISBN-13
9783030478445
ISBN-10
3030478440
Publisher
Springer Nature Switzerland AG
Year
2020
Publication date
2020-10-02
Pages
378
Dimensions
169x243x29
Weight
756