E-Book, Englisch, 582 Seiten, eBook
Doucet / Freitas / Gordon Sequential Monte Carlo Methods in Practice
2001
ISBN: 978-1-4757-3437-9
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 582 Seiten, eBook
Reihe: Information Science and Statistics
ISBN: 978-1-4757-3437-9
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Research
Weitere Infos & Material
Tutorial Chapter * Particle Filters - A Theoretical Perspective * Interacting Particle System Approximation Methods for Feynman-Kac Formulae and Nonlinear Filtering * Interacting Parallel Chains for Sequential Bayesian Estimation * Stochastic and Deterministic Particle Filters * Super-Efficient Particle Filters for Tracking Problems * Following a Moving Target - Monte Carlo Inference for Dynamic Bayesian Models * Improvement Strategies for Particle Filters with Examples from Communications and Audio Signal Processing * Approximating and Maximizing the Likelihood for a General State Space Model * Analysis and Implementation Issues of Regularized Particle Filters * Combined Parameter and State Estimation in Simulation-based Filtering * Sequential Importance Sampling * Auxiliary Variable Based Particle Filters * Improved Particle Filters and Smoothing * Terrain Navigation Using Sequential Monte Carlo Methods * Statistical Models of Visual Shape and Motion * Sequential Monte Carlo Methods for Neural Networks * Short Term Forecasting of Electricity Load * Particles and Mixtures for Tracking and Guidance * Monte Carlo Filter Approach to an Analysis of Small Count Time Series * Monte Carlo Smoothing and Self-Organizing State Space Model * Sequential Monte Carlo Methods Applied to Graphical Models * In-situ Ellipsometry * Maneuvering Target Tracking Using a Multiple Model Bootstrap Filter * Particle Filters and Diagnostic Checking in Time Series * MCMC Estimation on Transformation Groups for Object Recognition




