An Introduction to Sequential Monte Carlo by Nicolas Chopin

An Introduction to Sequential Monte Carlo by Nicolas Chopin

This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. Bayesian inference or rare-event problems), are also discussed. The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area.

“The authors have written a comprehensive broad-audience treatment of sequential Monte Carlo (SMC) methods, covering all its major and diverse applications… The book is structured as an advanced Ph.D.-level textbook.” (Michael Ludkovski, Mathematical Reviews, May, 2022)

Omiros Papaspiliopoulos (PhD, Lancaster University, 2003) is an ICREA Research Professor and Director of the Data Science Center at Barcelona Graduate School of Economics. Previous positions include Full Professor at Universitat Pompeu Fabra, Assistant Professor at Warwick University and Research Associate at Lancaster and Oxford University.

He is currently co-editor of Biometrika, and has been an Associate Editor for the Journal of the Royal Statistical Society Series B, Biometrika, Journal of Uncertainty Quantification (SIAM) and Statistics and Computing. He has delivered more than 100 invited talks, and has given courses at ENSAE in Paris, the Berlin Mathematical School, the Department of Mathematics at the University of Copenhagen, and the Engineering Department at Osaka University. In 2010 he was awarded the Royal Statistical Society’s Guy Medal in Bronze.

His research interests include computational statistics, applied mathematics and machine learning.

Nicolas Chopin (PhD, Université Pierre et Marie Curie, Paris, 2003) has been a Professor of Statistics at ENSAE, Paris, since 2006. He was previously a lecturer at Bristol University (UK).

He is a current or former associate editor for Annals of Statistics, Biometrika, Journal of the Royal Statistical Society, Statistics and Computing, and Statistical Methods & Applications. He has served as a member (2013-14) and secretary (2015-16) of the research section committee of the Royal Statistical Society. He received a Savage Award for his doctoral dissertation in 2002.

His research interests include computational statistics, Bayesian inference, and machine learning..

SKU	Unavailable
ISBN 13	9783030478445
ISBN 10	3030478440
Title	An Introduction to Sequential Monte Carlo
Author	Nicolas Chopin
Series	Springer Series In Statistics
Condition	Unavailable
Binding Type	Hardback
Publisher	Springer Nature Switzerland AG
Year published	2020-10-02
Number of pages	378
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.