Sequential Monte Carlo Methods in Practice
Arnaud Doucet
610 pages, Hardcover
ISBN: 0387951466
ISBN13:
Language: English
Publish: June 21, 2001
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.