An Introduction to Sequential Monte Carlo

DOI10.1007/978-3-030-47845-2zbMath1453.62005MaRDI QIDQ5119496

Nicolas Chopin, Omiros Papaspiliopoulos

Publication date: 4 September 2020

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-47845-2

zbMATH Keywords

hidden Markov models; particle filters; sequential Monte Carlo methods

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

65C05: Monte Carlo methods

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62L12: Sequential estimation