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An introduction to sequential Monte Carlo
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 fina...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2020
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-47845-2 http://cds.cern.ch/record/2740600 |