Book Reviews

DOI10.1137/17N97446XMaRDI QIDQ4592952zbMATH OpenOpenAlexFDO

Authors

Publication date 9 November 2017

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/17n97446x

Mathematics Subject Classification ID

Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) External book reviews (00A17) Applications of dynamical systems (37N99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Filtering in stochastic control theory (93E11)

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