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An Introduction to Sequential Monte Carlo

By: Nicolas Chopin (Author) , Omiros Papaspiliopoulos (Author)

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Ksh 11,200.00

Format: Paperback or Softback

ISBN-13: 9783030478476

Publisher: Springer Nature Switzerland AG

Publication Date: Oct 3rd, 2021

Weight: 616 grams

Dimension: 15.50 x 23.50 x 2.70 cms

Category: Social research & statistics

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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.

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