An Introduction to Sequential Monte Carlo / Nicolas Chopin, Omiros Papaspiliopoulos
| An Introduction to Sequential Monte Carlo / Nicolas Chopin, Omiros Papaspiliopoulos |
| Autore | Chopin, Nicolas |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxvi, 559 p. : ill. ; 24 cm |
| Altri autori (Persone) | Papaspiliopoulos, Omiros |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62L12 - Sequential estimation [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] |
| Soggetto non controllato |
Bayesian Inference
Data-driven science, modeling and theory building Feynman-Kac models Hidden Markov models Markov Chain Monte Carlo Particle filters Sequential Monte Carlo Sequential learning State-space models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00248680 |
Chopin, Nicolas
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| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich
| Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich |
| Autore | Leeuwen, Peter Jan : van |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XII, 118 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Cheng, Yuan
Reich, Sebastian |
| Soggetto topico |
65C05 - Monte Carlo methods [MSC 2020]
35R30 - Inverse problems for PDEs [MSC 2020] 86A22 - Inverse problems in geophysics [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Applied dynamical systems
Data Assimilation Nonlinear data Particle filters Proposal densities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113544 |
Leeuwen, Peter Jan : van
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| [Cham], : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich
| Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich |
| Autore | Leeuwen, Peter J. van |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XII, 118 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Cheng, Yuan
Reich, Sebastian |
| Soggetto topico |
35R30 - Inverse problems for PDEs [MSC 2020]
62F15 - Bayesian inference [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 86A22 - Inverse problems in geophysics [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Applied dynamical systems
Data Assimilation Nonlinear data Particle filters Proposal densities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113544 |
Leeuwen, Peter J. van
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| [Cham], : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Time Series Analysis for the State-Space Model with R/Stan / Junichiro Hagiwara
| Time Series Analysis for the State-Space Model with R/Stan / Junichiro Hagiwara |
| Autore | Hagiwara, Junichiro |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | xiii, 347 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62G10 - Nonparametric hypothesis testing [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Baysian Inference
Kalman Filter Particle filters State-Space Model Time Series Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275529 |
Hagiwara, Junichiro
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| Singapore, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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