Sequential Monte Carlo Methods in Practice - Couverture rigide

Couverture rigide

ISBN 10 : 0387951466 ISBN 13 : 9780387951461

Editeur : Springer-Verlag New York Inc., 2001

Synopsis

This volume presents results in a very active area of research of interest to statisticians, engineers, and computer scientists. The emphasis is on the applications of these important methods.

A propos du livre

Présentation de l'éditeur

Monte Carlo methods are revolutionizing the on-line analysis of data in fields as diverse as financial modelling, target tracking, and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters, and survival of the fittest, have made it possible to solve numerically many complex, nonstandard problems that were previously intractable. This book presents the first comprehensive and coherent treatment of these techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modelling, neural networks, optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection, computer vision, semiconductor design, population biology, dynamic Bayesian networks, and time series analysis. This book will be of great value to students, researchers, and practitioners who have some basic knowledge of probability.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2001
• Langue: anglais
• ISBN 10: 0387951466
• ISBN 13: 9780387951461
• Reliure: Relié
• Nombre de pages: 610
• Éditeur: Doucet Arnaud, Freitas Nando De, Gordon Neil
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne