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An introduction to Sequential Monte ...

Chopin, Nicolas.

An introduction to Sequential Monte Carlo /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	An introduction to Sequential Monte Carlo /Nicolas Chopin, Omiros Papaspiliopoulos.
Author:	Chopin, Nicolas.
other author:	Papaspiliopoulos, Omiros.
Published:	Cham, Switzerland :Springer,c2020.
Description:	xxiv, 378 p. :ill. ;24 cm.
Subject:	Monte Carlo method.
ISBN:	9783030478445 (hbk.) :

An introduction to Sequential Monte Carlo /
Chopin, Nicolas.

An introduction to Sequential Monte Carlo /Nicolas Chopin, Omiros Papaspiliopoulos. - Cham, Switzerland :Springer,c2020. - xxiv, 378 p. :ill. ;24 cm. - Springer series in statistics,0172-7397 . - Springer series in statistics..

Includes bibliographical references and index

1 Preface -- 2 Introduction to state-space models -- 3 Beyond state-space models -- 4 Introduction to Markov processes -- 5 Feynman-Kac models: definition, properties and recursions -- 6 Finite state-spaces and hidden Markov models -- 7 Linear-Gaussian state-space models -- 8 Importance sampling -- 9 Importance resampling -- 10 Particle filtering -- 11 Convergence and stability of particle filters -- 12 Particle smoothing -- 13 Sequentialquasi-Monte Carlo -- 14 Maximum likelihood estimation of state-space models -- 15 Markov chain Monte Carlo -- 16 Bayesian estimation of state-space models and particle MCMC -- 17 SMC samplers -- 18 SMC2, sequential inference in state-space models -- 19 Advanced topics and open problems

ISBN: 9783030478445 (hbk.) :NT$2531Subjects--Topical Terms:

186286
Monte Carlo method.

LC Class. No.: QA298 / C46 2020

Dewey Class. No.: 518.282

An introduction to Sequential Monte Carlo /
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020 $z 9783030478452 (ebook)
035 $a (OCoLC)1202592859 $z (OCoLC)1150922467
035 $a (OCoLC)on1202592859
035 $a 10386881864
040 $a LWU $b eng $c LWU $d OHX $d OCLCO $d YDX $d BDX $d UKMGB $d OCLCO $d YDXIT $d UPM $d OCLCF $d OCLCQ $d NTU
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050 4 $a QA298 $b C46 2020
082 0 4 $a 518.282 $2 23
100 1 $a Chopin, Nicolas. $3 877641
245 1 3 $a An introduction to Sequential Monte Carlo / $c Nicolas Chopin, Omiros Papaspiliopoulos.
260 $a Cham, Switzerland : $b Springer, $c c2020.
300 $a xxiv, 378 p. : $b ill. ; $c 24 cm.
490 1 $a Springer series in statistics, $x 0172-7397
504 $a Includes bibliographical references and index
505 0 $a 1 Preface -- 2 Introduction to state-space models -- 3 Beyond state-space models -- 4 Introduction to Markov processes -- 5 Feynman-Kac models: definition, properties and recursions -- 6 Finite state-spaces and hidden Markov models -- 7 Linear-Gaussian state-space models -- 8 Importance sampling -- 9 Importance resampling -- 10 Particle filtering -- 11 Convergence and stability of particle filters -- 12 Particle smoothing -- 13 Sequentialquasi-Monte Carlo -- 14 Maximum likelihood estimation of state-space models -- 15 Markov chain Monte Carlo -- 16 Bayesian estimation of state-space models and particle MCMC -- 17 SMC samplers -- 18 SMC2, sequential inference in state-space models -- 19 Advanced topics and open problems
650 0 $a Monte Carlo method. $3 186286
700 1 $a Papaspiliopoulos, Omiros. $3 877642
830 0 $a Springer series in statistics. $3 280826