Book Review: Fundamentals of stochastic filtering

DOI10.1090/S0273-0979-2010-01311-2MaRDI QIDQ2949094zbMATH OpenFDO

Authors Pierre Del Moral

Publication date 7 October 2015

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) External book reviews (00A17)

Cites work

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• A backward particle interpretation of Feynman-Kac formulae
• Concentration inequalities for mean field particle models
• On a robust version of the integral representation formula of nonlinear filtering
• On the Control of an Interacting Particle Estimation of Schrödinger Ground States

Cited in

(2)

• Bayesian Filtering and Smoothing, 2nd ed.Simo Särkkä and Lennart Svensson, Cambridge, UK, Cambridge University Press, 2023, xxx + 406 pp., $44.99(P), ISBN 978-1-108-92664-5.
• Book review of: D. Mumford, and A. Desolneux, Pattern theory. The stochastic analysis of real-world signals.

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