Now Publishers
On the Concentration Properties of Interacting Particle Processes
Product Code:
9781601985125
ISBN13:
9781601985125
Condition:
New
$99.00
$97.31
Sale 2%
On the Concentration Properties of Interacting Particle Processes
$99.00
$97.31
Sale 2%
This book 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.
| Author: Pierre del Moral |
| Publisher: Now Publishers |
| Publication Date: Jan 26, 2012 |
| Number of Pages: 176 pages |
| Binding: Paperback or Softback |
| ISBN-10: 1601985126 |
| ISBN-13: 9781601985125 |
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