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Anglický jazyk
On the Concentration Properties of Interacting Particle Processes
Autor: Pierre Del Moral
This monograph presents some new concentration inequalities for Feynman-Kac particle processes.
It analyzes different types of stochastic particle models, including particle profile occupation
measures, genealogical tree based...
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O knihe
This monograph presents some new concentration inequalities for Feynman-Kac particle processes.
It analyzes different types of stochastic particle models, including particle profile occupation
measures, genealogical tree based evolution models, particle free energies, as well as
backward Markov chain particle models. It illustrates these results with a series of topics related
to computational physics and biology, stochastic optimization, signal processing and Bayesian
statistics, and many other probabilistic machine learning algorithms. Special emphasis is given
to the stochastic modeling, and to the quantitative performance analysis of a series of advanced
Monte Carlo methods; including particle filters, genetic type island models, Markov bridge
models, and interacting particle Markov chain Monte Carlo methodologies.
- Vydavateľstvo: Now Publishers Inc
- Rok vydania: 2012
- Formát: Paperback
- Rozmer: 234 x 156 mm
- Jazyk: Anglický jazyk
- ISBN: 9781601985125
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