Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survial of the fittest...

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Weitere Verfasser:	Doucet, Arnaud (HerausgeberIn), Freitas, Nando de (HerausgeberIn), Gordon, Neil (HerausgeberIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	New York, NY Springer New York 2001
Ausgabe:	1st ed. 2001
Schriftenreihe:	Information Science and Statistics
Schlagworte:	Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistical Theory and Methods Statistics  Monte-Carlo-Simulation Aufsatzsammlung
Online-Zugang:	UBY01 Volltext
Zusammenfassung:	Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survial of the fittest, have made it possible to solve numerically many complex, non-standarard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modelling, neural networks,optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection, computer vision, semiconductor design, population biology, dynamic Bayesian networks, and time series analysis. This will be of great value to students, researchers and practicioners, who have some basic knowledge of probability. Arnaud Doucet received the Ph. D. degree from the University of Paris- XI Orsay in 1997. From 1998 to 2000, he conducted research at the Signal Processing Group of Cambridge University, UK. He is currently an assistant professor at the Department of Electrical Engineering of Melbourne University, Australia. His research interests include Bayesian statistics, dynamic models and Monte Carlo methods. Nando de Freitas obtained a Ph.D. degree in information engineering from Cambridge University in 1999. He is presently a research associate with the artificial intelligence group of the University of California at Berkeley. His main research interests are in Bayesian statistics and the application of on-line and batch Monte Carlo methods to machine learning
Beschreibung:	1 Online-Ressource (XXVIII, 582 p)
ISBN:	9781475734379
DOI:	10.1007/978-1-4757-3437-9