Sequential Monte Carlo methods in practice
By: Arnaud Doucet, Nando de Freitas, Neil Gordon, editors ; foreword by Adrian Smith.
Contributors: Doucet, Arnaud.; De Freitas, Nando.; Gordon, Neil 1967-
Series: Statistics for engineering and information science
Publisher: Springer
Published: 2001
Place of publication: New York
Language: eng
Number of pages: 581
Subjects: Monte Carlo method
Notes: Includes bibliographical references (p. [553]-576) and index.
Table of contents: title: I: Introduction.; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues.; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods.; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications.; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.]; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric -- Dieter Fox...[et al.]; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric -- Dieter Fox...[et al.] -- Tomoyuki Higuchi; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric -- Dieter Fox...[et al.] -- Tomoyuki Higuchi -- Daphne Koller and Uri Lerner; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric -- Dieter Fox...[et al.] -- Tomoyuki Higuchi -- Daphne Koller and Uri Lerner -- Alan D. Marrs; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric -- Dieter Fox...[et al.] -- Tomoyuki Higuchi -- Daphne Koller and Uri Lerner -- Alan D. Marrs -- Shaun McGinnity and George W. Irwin; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric -- Dieter Fox...[et al.] -- Tomoyuki Higuchi -- Daphne Koller and Uri Lerner -- Alan D. Marrs -- Shaun McGinnity and George W. Irwin -- Kevin Murphy and Stuart Russell; title: I: Introduction. -- Arnaud Doucet, Nando de Freitas, and Deil Gordon -- II: Theoretical issues. -- Dan Crisan -- Pierre Del Moral and Jean Jacod / -- III: Strategies for improving sequential Monte Carlo methods. -- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya -- Erik Bolviken and Geir Storvik -- Carlo Berzuini and Walter Gilks -- Simon Godsill and Tim Clapp -- Markus Hurzeler and Hans R. Kunsch -- Genshiro Kitagawa and Seisho Sato -- Jane Liu and Mike West -- Jun S. Liu, Rong Chen, and Tanya Logvinenko -- Christian Musso, Nadia Oudjane, and Francois Le Gland -- Michael K. Pitt and Neil Shephard -- Photis Stavropoulos and D.M. Titterington -- IV: Applications. -- Niclas Bergman -- Andrew Blake, Michael Isard, and John MacCormick -- N de Freitas...[et al.] -- Petar M. Djuric -- Dieter Fox...[et al.] -- Tomoyuki Higuchi -- Daphne Koller and Uri Lerner -- Alan D. Marrs -- Shaun McGinnity and George W. Irwin -- Kevin Murphy and Stuart Russell -- David Salmond and Neil Gordon; title: I: Introduction.-- Arnaud Doucet, Nando de Freitas, and Deil Gordon-- II: Theoretical issues.-- Dan Crisan-- Pierre Del Moral and Jean Jacod /-- III: Strategies for improving sequential Monte Carlo methods.-- Christophe Andrieu, Arnaud Doucet, and Elena Punskaya-- Erik Bolviken and Geir Storvik-- Carlo Berzuini and Walter Gilks-- Simon Godsill and Tim Clapp-- Markus Hurzeler and Hans R. Kunsch-- Genshiro Kitagawa and Seisho Sato-- Jane Liu and Mike West-- Jun S. Liu, Rong Chen, and Tanya Logvinenko-- Christian Musso, Nadia Oudjane, and Francois Le Gland-- Michael K. Pitt and Neil Shephard-- Photis Stavropoulos and D.M. Titterington-- IV: Applications.-- Niclas Bergman-- Andrew Blake, Michael Isard, and John MacCormick-- N de Freitas...[et al.]-- Petar M. Djuric-- Dieter Fox...[et al.]-- Tomoyuki Higuchi-- Daphne Koller and Uri Lerner-- Alan D. Marrs-- Shaun McGinnity and George W. Irwin-- Kevin Murphy and Stuart Russell-- David Salmond and Neil Gordon-- Anuj Srivastava...[et al.].