
Sequential Monte Carlo Methods in Practice
Arnaud Doucet
Nando de Freitas
Neil Gordon
description
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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pages
624
Year published
2001
Publisher
Springer Science & Business Media
Issn
0-387-95146-6
Language
en