An Introduction to Sequential Monte Carlo

This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. Bayesian inference or rare-event problems), are also discussed. The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area.

• | By (Author): Nicolas Chopin, Omiros Papaspiliopoulos (Author)
• | Publisher: Springer Nature Switzerland AG
• | Publication Date: Oct 03, 2021
• | Country of Publication: Switzerland
• | Number of Pages: 378 pages
• | Language: NULL
• | Binding: Paperback / softback
• | ISBN-10: 3030478475
• | ISBN-13: 9783030478476