Sequential Monte Carlo Methods in Practice

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Sequential Monte Carlo Methods in Practice by Doucet, Arnaud; Freitas, Nando De; Gordon, Neil; Smith, A., 9781441928870
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  • ISBN: 9781441928870 | 1441928871
  • Cover: Paperback
  • Copyright: 3/1/2001

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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 problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
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