An Introduction to Sequential Monte Carlo

by Nicolas Chopin and Omiros Papaspiliopoulos

Book Overview

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 Sequential quasi-Monte Carlo.-...

• Format: Paperback
• Language: English
• ISBN: 3030478475
• ISBN13: 9783030478476
• Release Date: October 2021
• Publisher: Springer
• Length: 378 Pages
• Weight: 1.24 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"