An Introduction to Sequential Monte Carlo by Nicolas ChopinEnglish | PDF,EPUB | 2020 | 390 Pages | ISBN : 3030478440 | 30 MB
This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the sequential analysis of data in such diverse fields as signal processing, epidemiology, machine learning, population ecology, quantitative finance, and robotics.