An introduction to Sequential Monte Carlo / Nicolas Chopin, Omiros Papaspiliopoulos.

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 sequential analysis of data in such diverse fields as signal processing, epidemiology, machine learning, population ecology, quantitative fina...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Chopin, Nicolas (Author), Papaspiliopoulos, Omiros (Author)
Format:	eBook
Language:	English
Published:	Cham, Switzerland : Springer, [2020]
Series:	Springer series in statistics.
Subjects:	Monte Carlo method.