Sequential Monte Carlo Methods In Practice
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Sequential Monte Carlo Methods in Practice
| Author | : Arnaud Doucet |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 590 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 1475734379 |
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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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We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.
