Sequential Monte Carlo Methods in Practice

by Arnaud Doucet (Editor), A. Smith (Foreword), Nando De Freitas (Editor)

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.

610 pages, Hardcover

First published June 21, 2001