Sequential Monte Carlo methods in practice (Book, 2010) []
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Sequential Monte Carlo methods in practice

Author: Arnaud Doucet
Publisher: New York ; Berlin ; Heidelberg : Springer, 2010.
Series: Statistics for engineering and information science
Edition/Format:   Print book : English : [Nachdr.]View all editions and formats

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  Read more...


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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Arnaud Doucet
ISBN: 9781441928870 1441928871 0387951466 9780387951461
OCLC Number: 699758044
Description: XXVII, 581 Seiten : Diagramme.
Contents: Tutorial Chapter * Particle Filters - A Theoretical Perspective * Interacting Particle System Approximation Methods for Feynman-Kac Formulae and Nonlinear Filtering * Interacting Parallel Chains for Sequential Bayesian Estimation * Stochastic and Deterministic Particle Filters * Super-Efficient Particle Filters for Tracking Problems * Following a Moving Target - Monte Carlo Inference for Dynamic Bayesian Models * Improvement Strategies for Particle Filters with Examples from Communications and Audio Signal Processing * Approximating and Maximizing the Likelihood for a General State Space Model * Analysis and Implementation Issues of Regularized Particle Filters * Combined Parameter and State Estimation in Simulation-based Filtering * Sequential Importance Sampling * Auxiliary Variable Based Particle Filters * Improved Particle Filters and Smoothing * Terrain Navigation Using Sequential Monte Carlo Methods * Statistical Models of Visual Shape and Motion * Sequential Monte Carlo Methods for Neural Networks * Short Term Forecasting of Electricity Load * Particles and Mixtures for Tracking and Guidance * Monte Carlo Filter Approach to an Analysis of Small Count Time Series * Monte Carlo Smoothing and Self-Organizing State Space Model * Sequential Monte Carlo Methods Applied to Graphical Models * In-situ Ellipsometry * Maneuvering Target Tracking Using a Multiple Model Bootstrap Filter * Particle Filters and Diagnostic Checking in Time Series * MCMC Estimation on Transformation Groups for Object Recognition
Series Title: Statistics for engineering and information science
Responsibility: Arnaud Doucet ... (eds.).


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From the reviews:JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION"...a remarkable, successful effort at making these ideas available to statisticians. It gives an overview, presents available theory, Read more...

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