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Viac informácií o knihe On the Concentration Properties of Interacting Particle Processes

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Computing & information technology Computer science Mathematical theory of computation

• Celý názov: On the Concentration Properties of Interacting Particle Processes
• Autor: Pierre Del Moral, Peng Hu, Liming Wu
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 176
• EAN: 9781601985125
• ISBN: 1601985126
• ID: 04834881
• Nakladateľ: now publishers Inc
• Hmotnosť: 257 g
• Rozmery: 234 × 156 × 10 mm
• Dátum vydania: 26. January 2012

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