Контакт
Как се пазарува?
Доставка
Наръчник за пазаруване
Introduction to Sequential Monte Carlo
Английски език
180 b
До 30 дни за връщане на стоки
Може би ще Ви заинтересува
/
С меки корици
104.68
€
204.73 лв
/
С твърди корици
68.63
€
134.23 лв
/
С меки корици
12.10
€
23.66 лв
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. The coverage is comprehensive, ranging from the underlying theory to computational implementation, methodology, and diverse applications in various areas of science. This is achieved by describing SMC algorithms as particular cases of a general framework, which involves concepts such as Feynman-Kac distributions, and tools such as importance sampling and resampling. This general framework is used consistently throughout the book.Extensive coverage is provided on sequential learning (filtering, smoothing) of state-space (hidden Markov) models, as this remains an important application of SMC methods. More recent applications, such as parameter estimation of these models (through e.g. particle Markov chain Monte Carlo techniques) and the simulation of challenging probability distributions (in e.g. Bayesian inference or rare-event problems), are also discussed.
Информация за книгата
Английски език
Подарете тази книга днес
Лесно е
1 Добавете книгата в количката си и изберете Доставка като подарък 2 В замяна ще ви изпратим ваучер 3 Книгата ще пристигне на адреса на получателяЗдравейте! Аз съм Libroamiko, вашият книжен съветник.
Как мога да ви помогна?