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An Introduction to Sequential Monte Carlo
Language: en
Pages: 378
Authors: Nicolas Chopin
Categories: Mathematics
Type: BOOK - Published: 2020-10-01 - Publisher: Springer Nature

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This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the se
Sequential Monte Carlo Methods in Practice
Language: en
Pages: 590
Authors: Arnaud Doucet
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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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
Sequential Monte Carlo Methods for Nonlinear Discrete-time Filtering
Language: en
Pages: 101
Authors: Marcelo G. S. Bruno
Categories: Computers
Type: BOOK - Published: 2013 - Publisher: Morgan & Claypool Publishers

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In these notes, we introduce particle filtering as a recursive importance sampling method that approximates the minimum-mean-square-error (MMSE) estimate of a s
Elements of Sequential Monte Carlo
Language: en
Pages: 134
Authors: Christian A. Naesseth
Categories: Computers
Type: BOOK - Published: 2019-11-12 - Publisher:

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Written in a tutorial style, this monograph introduces the basics of Sequential Monte Carlo, discusses practical issues, and reviews theoretical results before
Monte Carlo Statistical Methods
Language: en
Pages: 670
Authors: Christian Robert
Categories: Mathematics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.