Sequential Monte Carlo Methods in Practice

Sequential Monte Carlo Methods in Practice
Author : Arnaud Doucet
Publisher : Springer Science & Business Media
Total Pages : 582
Release : 2013-03-09
ISBN 10 : 9781475734379
ISBN 13 : 1475734379
Language : EN, FR, DE, ES & NL

Sequential Monte Carlo Methods in Practice Book Description:

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.


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