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An Introduction to Sequential Monte Carlo

Nicolas Chopin; Omiros Papaspiliopoulos

978-3-030-47845-2

2020
Edition 1
- Offers a general and gentle introduction to all aspects of particle filtering: the algorithms, their uses in different areas, their computer implementation in Python and the supporting theory
- Covers both the basics and more advanced, cutting-edge developments, such as PMCMC (particle Markov chain Monte Carlo) and SQMC (Sequential quasi-Monte Carlo)
- Comes with a freely available Python library (particles), which implements all the algorithms discussed in the book. Each chapter ends with a “Python corner” that discusses how the methods covered can be implemented in Python
€419 €377
10% OFF

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