Papaspiliopoulos, Omiros
An Introduction to Sequential Monte Carlo (Springer Series in Statistics)
- ISBN 13:
- 9783030478476
- author:
- Papaspiliopoulos, Omiros
- format:
- Paperback
- publisher:
- Springer
- language:
- English
- Publication Year:
- 2021
- Pages:
- 378
- Dimensions:
- 23.4 x 15.6 x 2.1 centimetres (0
- Genre:
- Professional & Vocational, Computers, Server & Database,
- Condition:
- New
- Availability:
- Item usually sent within 5 working days
Description
Sequential Monte Carlo methods have become a cornerstone for analyzing data in diverse fields such as signal processing, epidemiology, and machine learning. This comprehensive introduction covers both the underlying theory and practical implementation of these methods. The book explores SMC algorithms within a general framework, which encompasses concepts like Feynman-Kac distributions and tools like importance sampling and resampling. It delves into sequential learning of state-space models, including filtering and smoothing, as well as more recent applications such as parameter estimation and simulating challenging probability distributions. With its accompanying Python library and exercises for self-study, this book is suitable for both graduate-level study and as a general reference work on the subject.
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